My dad "paid" my sister and I to stop sucking our fingers. You have to be able to trust that he'll tell the truth, though, for when you aren't with him. My dad would give me a quarter for every day that I promised I didn't suck all day... Then after several weeks of giving me a quarter every day, he said he wasn't going to pay me for the rest of my life, and now if I did suck my finger I had to pay HIM a quarter! I didn't want to give up that money I'd worked so hard to earn so I stopped and never sucked again. It would help if there is something specific he is saving for and would need a certain amount of quarters (or dollars if you're willing/able!!) to earn in order to be able to go to the store and purchase what he earned.
Also, I read a fiction book called something like Thumbsucker and a teenager went to a therapist to get hypontised so he would stop sucking his thumb, but it manifested in other ways instead, like he turned to drugs and sex-- not that your little one will do that specifically (!!) but he may need to have some other ways to find comfort, so don't be surprised if he picks up some other habit, like for me it's rocking