I agree with the majority of the moms here. If your son sucks his thumb to self-sooth, I say let him. I was a thumb-sucker until I was 5 and went to school. I've never needed braces. In fact, whenever I see a new dentist, they ask if I've ever had braces, because my teeth are so straight. So obviously thumb sucking didn't have an affect on my teeth. My son, who is now 5, has been a thumb sucker since he was a baby, and now only does it occasionally to fall asleep, but has decided he wants to try to stop. He now goes to bed with a glove on to keep him from sucking his thumb.
I've asked his pediatric dentist if his thumb sucking has affected his teeth, and he said no...that usually only happens if you continue to suck your thumb as your adult teeth are growing in.
So I say, let your baby self-sooth. Pick your battles....this one isn't a battle you necessarily should be picking. Would you rather your son self-sooth, or you having to sooth him yourself? I'm guessing his self-soothing has, and will, save you from many sleepless nights...particularly when he's teething!