C.,
Stop the thumb sucking now. I was a thumb sucker until I was 8 (mostly bedtime sucking) and had extensive, but relatively normal orthodontic work, including extractions of four permanent bicuspids. My sister, who had off and on sucking much later through her life, has to have head gear installed to repair the damage. She's 24 now; she didn't have it done in her teenage years because she was not responsible enough to keep up with the care and maintenence of the equipment, as well as other troubles.
The point is, you don't know how long the comfort-response is going to last, the extent of the damage that will be done, or the capability of your child in the future to handle the care of treatment equipment.
As for how, well, I could tell you to tape gloves on his hands, put orajel on his thumbs to make it unpleasant to have in his mouth, or "bad teeth" scare tactics, because these were the treatments I saw my sister struggle through, but I am going to recommend AGAINST these treatments due to his age, and I just don't think they were effective.
I am going to recommend behavior therapy. It requires professional involvement, but pay hundreds now for prevention or thousands later for repair.