Officially, you have the feat twice and they do not stack
You cannot generally select a feat that you already have, but if you are granted a feat you already have, you end up with two. Unless the feat has a Special section saying that it stacks with itself, it does not. Weapon Finesse does not say this, so the two copies of Weapon Finesse are redundant.
Player’s Handbook II has retraining rules
The Player’s Handbook II has retaining rules you can use to replace the Weapon Finesse you originally selected (not the one from swashbuckler, as you had no choice in that one). This can be quite expensive and time-consuming, depending on how long ago you made this choice, and you will need your DM’s support to use it.
Expanded Psionics Handbook has psychic reformation
Psychic reformation allows far quicker and cheaper retraining than PHB2’s retraining rules, but you have to find a 7th-level psion or wilder who knows it in order to use it. If you do, hiring him or her to manifest the power will cost you a minimum of 530 gp. Alternatively, a power stone of psychic reformation costs a minimum of 950 gp. That can be activated by any psion or wilder (with a relatively easy manifester check if they are below 7th level), or anyone who can make a DC 24 Use Psionic Device check.
In both cases, the service or the stone will cost an additional 250 gp times how many levels ago you selected Weapon Finesse the first time. For example, if you are level 5 and chose Weapon Finesse at 3rd level, the service will cost 1,030 gp, and the stone will cost 1,450 gp.
Again, this cannot replace the Weapon Finesse from swashbuckler; it only lets you remake choices you made in the past.
Fiendish Codex I: Hordes of the Abyss has the DCFS
Embrace the dark chaos replaces any feat you have (e.g. including that Weapon Finesse from swashbuckler, or even more ridiculous things like the weapon proficiency feats from the elf race) with an Abyssal heritor feat.
Shun the dark chaos allows you to replace any Abyssal heritor feat you have with any other feat you qualify for.
So you can embrace the dark chaos and then shun the dark chaos to swap any feat for any other feat. This is a broken, theoretical-optimization trick known as the Dark Chaos Feat Shuffle, or DCFS for short, and is not recommended in a real game. In any event, both are 8th-level spells that cost 250 XP, so quite expensive compared to psychic reformation (but far more flexible).
Many tables houserule this situation
In my experience, it is extremely common to insert the words “If you already have [feat you would gain as a bonus feat], gain any other feat you qualify for instead.” The only official use of this sort of thing to my knowledge is the marshal from Miniatures Handbook, but it’s a good idea that eases headaches and somewhat reduces the need to metagame-plan your character out ahead of time.
I strongly recommend you ask your DM for this option. It’s fair, and improves the game.