Let $X$ be a smooth projective variety over a field $k = \overline k$. From Hartshorne we know, that $\textrm{dim} \, H^i (X,F)<\infty$ for any coherent sheaf $F$.
How to show, that all $Ext^i (F,G)$ are finite-dimensional for coherent $F$ and $G$? And how to show, that for $F,G \in D^b (Coh(X))$ : $Ext^i (F,G)$ are finite-dimensional?
May be, we should use a spectral sequence $E^{p,q}_2 = Ext^p (F, H^q(G)) \Rightarrow Ext^{p+q} (F,G)$?
I'll try to do the non-derived category case.
Let $X$ be a projective variety over $k$. We will do an induction on $i$. The result is clear for $i=0$, since in this case
which is finite-dimensional by Hartshorne, II.5.19, because $\mathcal{H}om(\mathcal{F}, \mathcal{G})$ is coherent.
Moreover, I claim that the result is also true for all $i$ and when $\mathcal{F} = \bigoplus \mathcal{L}_{j}$ is a direct sum of line bundles. Indeed, in this case
where the last isomorphism is III.6.7 and then
by III.6.3. (I am secretly using that cohomology of coherent sheaves is finite-dimensional, which is a part of the question and also III.5.2).
Now let's do the general case. By Hartshorne, Corollary II.5.18, any coherent sheaf $\mathcal{F}$ on $X$ is a quotient of some sum of line bundles $\mathcal{E}$. Let $\mathcal{R}$ be the kernel, ie. we have an exact sequence of sheaves
By the universal property of $Ext$ we have a long exact sequence
and the interesting part is
Since both $Ext^{i}(\mathcal{R}, \mathcal{G})$ (by inductive assumption) and $Ext^{i+1}(\mathcal{E}, \mathcal{G})$ (by proof above) are finite-dimensional, it follows that $Ext^{i+1}(\mathcal{F}, \mathcal{G})$ is also finite-dimensional.