Hi K.,
All three of my kids are/were thumb suckers. My oldest son quit sucking his thumb all on his own, just after his 7th birthday. My middle child is 6 and is still sucking his thumb, but he actually is trying to stop. I have seen him numerous times put his thumb in his mouth, think for a minute, and then take it out! My third child stopped sucking her thumb just before her third birthday.
I just told my kids that you eventually have to stop sucking your thumb because it is not good for your teeth. And our family dentist would reinforce that message at our checkups. I would remind them once in awhile, but not so often that I felt like I was nagging at them.
On a humorous note...my 2nd child LOVES the taste of play-dough! He would eat it out of the can if I let him! You might have an entirely different problem if you tried the play-dough route! :-)
It's hard to believe that they will ever stop, but eventually they do, all on their own! Good luck, and be patient!
Warmly,
J.