Daly netted the only goal of the game at Ochilview as the champions saw off League One rivals Stenhousemuir to set up a meeting with Raith Rovers next year.
And skipper McCulloch is delighted with the former Dundee United star's showings so far this season.
He said: "Big Jon said to me that he should maybe have had another goal but the big man was tremendous again and he showed what a good player he is.
"It is more than just his goals. He is a great target man, he can link up, he has got a good touch and he wins flick-ons as well. He has been a great addition to the squad."
With McCoist's side already in a commanding position to claim the League One title, the Gers could complete a double with victory over Rovers.
And McCulloch insists the Gers squad are determined to claim a winner's medal and add more silverware to the Ibrox trophy cabinet.
He said: "It means the world. This is the first final this group of players have got to and it means so much to us to go and lift a cup and to show everybody that the club is progressing back to where we should be.
"To go into the final and win the game, if I was fortunate enough to play and captain the team, would be my first trophy as captain. That would be brilliant.
"That (winning cups) has got away from us in the last year, year-and-a-half. It is time we started getting a bit more momentum back. We won the league comfortably last year but didn't win a cup.
"I think there is a bit of pressure on us now to get this cup. We are still in another cup competition and we can still go and win the league as well. We are progressing every season and that is the most important thing."