S.B.
My almost 4 year old son JUST quit sucking his thumb. We randomly came across the book "Thumb Love" and it did the trick. It's a really cute book and the main character decides she wants to stop and comes up with a 12 step program to quit. We read it one time and my son decided he wanted to quit as well.
He got a sticker for every day he went without sucking his thumb. After he had 21 stickers (the length of time "they" say you need to make a habit) he got to go to his favorite amusment park and ride all the rides. It was a big deal and meant a lot to him.
I wish you luck! Before the book we had tried many different approaches, and nothing worked.