C.,
Let me start by saying I was a thumb sucker as a child. I did have to have braces later in life, but crazy enough, not for misalligned teeth due to thumb sucking.
I think that weening from thumb sucking is going to be like anything else....it will happen in its own time....she is only 2 1/2 - right? Some kids attach to a pacifier (like my oldest - I think he was close to three when it finally went away), some to a blanket (like my middle - who is now approaching 8 and STILL wants his blanket) some to a particular stuffed animal (my youngest and at 4 he is starting to be not so dependent on it). I don't think I fully gave up my thumb until right before I started school. Even to this day - when I am concentrating on something - that thumb nail is the first thing I start chewing on. It is also possible with you being so bent on stopping the behavior that your stress is actually having a negative impact on her stopping the action. Does that make sense?
Have you noticed a pattern or particular time that she is more prone to thumb sucking - say bedtime and naptime, or when you are in an unfamiliar place, or maybe when she is nervous about something? Or is it more the absentminded habit that just pops in while she is say looking at a book or watching a tv show or something like that?
My guess at this age, this is her "blanket" or "animal" - so if you are not opposed to her having that security object - you may just need to replace the thumb with something that can provide that security that kids at this (okay all) age(s) want. Please don't take that to mean that I don't think you are providing a secure, safe environment for your daughter, just that kids like to have that little something extra. Have you tried helping her find something else that may provide that "security" that she has attached to her thumb? Maybe you can let her pick out a new stuffed toy, or a new special blanket or something and let her have that - but if she sucks her thumb - you take that away. This could be trial and error until you find that one special thing that will be more important to her than sucking that thumb. As she gets older and starts doing more writing and coloring, playing with playdough or other toys that require the use of both hands, it will likely lessen as well.
In the meantime - for sanitary reasons, thumb sucking is probably more sanitary than some other things....all you have to do is keep her hands washed - you don't have to run a load of laundry for that special blanket or animal:) Or figure out how to clean a pacifier when if falls on the floor in the store. AND you don't have to spend time going back for that special item when it gets left behind. So just keep her hands clean, and use lotion on them to minimize the dry skin effect that the constant washing and thumb sucking has. If she develops blisters, bandage them and that may deter the thumb sucking long enough for her to attach to something else.
Good luck with this habit, I know it can be frustrating to change behaviors in our children that we don't like.
T.