Last though almost sure to finish first (6)
I believe the answer is:
endure
'last' is the definition.
(I know that last can be written as endure)
'almost sure to finish first' is the wordplay.
'almost' means to remove the first letter.
'to finish' becomes 'end' (synonyms).
'first' means one lot of letters go next to another.
'sure' with its initial letter taken off is 'ure'.
'ure' after 'end' is 'ENDURE'.
'though' acts as a link.
(Other definitions for endure that I've seen before include "brook" , "survive" , "Put up with or withstand" , "Abide" , "Bear without giving up" .)