L.,
Hello Denverite! I moved from there (Arvada - Lakewood - Loveland) to rural Arizona and now live in metro Salt Lake. It's a lot like Denver here but even prettier and more family-oriented. I miss home but never want to leave here!
I just plain got sick of the thing so I decided that it was time for my 3-yr-old son to give up his nuk nuk. He'd always been really responsive to the "danger tactic". Nothing weird - read on! For instance, if he didn't want to be buckled in when driving because it was uncomfortable, he would because it was dangerous not to and I loved him too much to let him get hurt. Or don't mess with the fire ants because they bite (he knew about that) or any other bug until I check it out because they might be dangerous/poisonous (we had scorpions and other lovely critters). Or don't chew and talk at the same time because it is dangerous and I loved him too much to want him to choke. He has always liked that I love him too much to want him to put himself in harm's way and I teach him how to take care of himself and he liked being a big boy and taking responsibility for himself - he'd be really proud of himself for pointing out bad bugs, or looking for cars before crossing the parking lot, or telling me to buckle him in. (By the way, I didn't teach him to be afraid of everything, just to respect things like cars and bugs and dogs and understand them - now he wants to make every bug a pet and I have to curb that!)
So with the nuk nuk, I would make a big deal out of throwing one away if it got a hole in it because once it got a hole or tear, it could start to fall apart and get caught in his throat and then he could choke on it and I loved him too much to let that happen. He still had others (we always had a lot). He would bring me one if he saw it had a tear and tell me we had to throw it away because he had the security of others. One day I just said enough and told him we would not be buying any more so as they wore out he would gradually not have any. I don't think he really got what that would mean - it wasn't a reality yet, after all - but I continued to prepare him for it. (I helped a few along once I was ready to give them up.) When we were down to the last one, we talked frequently about how he better start thinking about not having one any longer.
By the way, during this period, I only let him have them to go to sleep. When I helped the last one along with a little cut and he discovered it, he didn't volunteer it but didn't argue when I said that's it. We had a big farewell. He said bye bye and I love you to his nuk nuk, and I told him his nuk nuk loved him too. We put it on a shelf in his room where it could watch over him because it loved him so much. For a couple of days, when he went to sleep at night or for a nap, he repeated all that and told him he missed it but that was it. It was all very cute. Once he got used to it being gone, I stashed it in my dresser so if he brought it up (which he did a couple of times) I could pull it out and show him that nuk nuk was still around in a place that it decided it wanted to make its new home so it could always be here to look after him. He's long since forgotten about it and I threw it away a long time ago. What worked for him was the big send off. He had "buy-in" to the whole process, which is what works with him.
He never cried for it, just at the last couple of nights when he actually had to give it up, he told nuk nuk that he missed it and loved it and I told him that nuk nuk loved him and would miss him too and it knew that cow (his favorite stuffed animal) could handle the job of comforting him from now on.
In case you think this took forever, it didn't. This whole thing only took a couple of weeks from when I decided to get rid of all that were left to when we said bye-bye to the last one. It was all very sweet and quiet.