T.,
For me this problem is way worse than even potty training. This could have a permenant impact. I have an almost six year-old who still sucks her thumb. "I will stop Mommy", bla, bla, bla!!! I talked to our dentist about it who tells me that it is more of an emotional issue than a physical one. An addiction, a bit like a smoker or drinker. They have to decide that they want to stop and until they want to, there is not much we can do about it. When my older daughter told me she was ready to stop sucking her thumb, we would tape a tongue depresser to her thumb every night (we started with bandaids, but that didn't work), cut it so it was just a little longer than her thumb and it didn't poke her on the bottom. Once she had made the decision that she was ready, it only took about a week and we took the depressers off and she hasn't put her thumb in her mouth since. My nearly 6 year-old, says she is ready, but I can just tell she is not, she is just telling me what I want to hear. I hope she really decides soon!!
Good luck!!!!