We've trained our 2.5 yo, definitely at his insistence. Our oldest was 3.5 as well when fully trained, mostly because he regressed when younger sib was born.
We began at age 2 with the "weekend potty training" method. 3 days of wearing nothing but a shirt, drinking lots of juice, eating popsicles, apple sauce, lots of fruit, etc, and crackers to make him thirsty and drink more. We set the timer for every 10 minutes, then increased as we went along. We did the no pants method for a few months, then went to pants but no underwear for a few months. We found that underwear and pullups are too close to diapers this age, so we only used diapers when traveling or night/nap. At home he was only using the potty unless we forgot to take off his diaper.
Now at 2 years 7 months he is fully potty trained, even using the potty everywhere we go, so we only use diapers at night. So I noticed that it took several more months for him to make the connection than for my oldest, since he is so young. However, it saved us a lot in diapers to have him using the potty at home. I'm not sure this method would work if you have him in daycare or preschool though, or if you travel much. We pretty much camped out at home, near the potty, for several months. It's been nice to have more freedom in the last few weeks LOL!