(This answer has been edited to give more details.)
Finitely generated homotopy groups do not imply finitely generated homology groups. Stallings gave an example of a finitely presented group GG such that H3(G;Z)H3(G;Z) is not finitely generated. A K(G,1) space then has finitely generated homotopy groups but not finitely generated homology groups. Stallings' paper appeared in Amer. J. Math 83 (1963), 541-543. Footnote in small print: Stallings' example can also be found in my algebraic topology book, pp.423-426, as part of a more general family of examples due to Bestvina and Brady.
As Stallings noted, it follows that any finite complex K with pi1(K)=G has pi2(K) nonfinitely generated, even as a module over pi1(K). This is in contrast to the example of S1veeS2.
Finite homotopy groups do imply finite homology groups, however. In the simply-connected case this is a consequence of Serre's mod C theory, but for the nonsimply-connected case I don't know a reference in the literature. I asked about this on Don Davis' algebraic topology listserv in 2001 and got answers from Bill Browder and Tom Goodwillie. Here's the link to their answers:
http://www.lehigh.edu/~dmd1/tg39.txt
The argument goes as follows. First consider the special case that the given space X is BG for a finite group G. The standard model for BG has finite skeleta when G is finite so the homology is finitely generated. A standard transfer argument using the contractible universal cover shows that the homology is annihilated by |G|, so it must then be finite.
For a general X with finite homotopy groups one uses the fibration EtoXtoBG where G=pi1(X) and E is the universal cover of X. The Serre spectral sequence for this fibration has E2pq=Hp(BG;Hq(E)) where the coefficients may be twisted, so a little care is needed. From the simply-connected case we know that Hq(E) is finite for q>0. Since BG has finite skeleta this implies E2pq is finite for q>0, even with twisted coefficients. To see this one could for example go back to the E1 page where E1pq=Cp(BG;Hq(E)), the cellular chain group, a finite abelian group when q>0, which implies finiteness of E2pq for q>0. When q=0 we have E2p0=Hp(BG;Z) with untwisted coefficients, so this is finite for p>0 by the earlier special case. Now we have E2pq finite for p+q>0, so the same must be true for Einfty and hence Hn(X) is finite for n>0.
Sorry for the length of this answer and for the multiple edits, but it seemed worthwhile to get this argument on record.
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