We weaned our boys kind of late. At three, my first son could not sleep w/out it. A friend recommended that we snip a tiny piece off the end of it. I told him a bug ate it. It felt different in his mouth after that and he didn't like the feel of it and chose not to suck it anymore. He still slept with it for a few more nights, but there was no crying after that. First, we only let our kids have the "plug" while in the car, nap time and bed time. Then we "accidentally" started leaving it at home so it was only for the bed. Then we snipped the end off. I think a parent's first mistake is to let their kids walk around the whole house sucking on it all day. Then when you see a three-year-old at the store with one you know where they went wrong.
BTW, my second son, who is 22 months younger, was weaned only a few months later. We did the snip thing too and he just threw it away immediately. No crying at all. I think this is a good time for you. You can get her some type of stuffed animal to take the place of the plug.