One reason why kids suck their thumb is that their is a pressure point on the roof of the mouth that is when pressed causes a calming effect. Now that you know that it will be easier to deal with.
My daughter is trying to quit THE THUMB. We have a chart and once she quits, she will get a game boy.
We also have some rules about THE THUMB. No thumb sucking in public. It's ok to suck your Thumb when your sleeping, as you don't know your doing it.
However, if we have to have the dentist install an anti thumb sucking device she does not get the game boy.
We also had the dentist/orthodontist talk to her about THE THUMB. We have tried the yucckie nail polish, rubber gloves (only when awake), mint oil and cinnamon oil. We tried to the talk that only babies suck their thumbs and now that she is a big sister she needs to set a good example. (Her baby sister has never sucked her thumb).
BTW: My daughter is in 3rd grade and there are still 6 other girls in her class that all suck their thumbs. I thought by this age their would be some peer pressure and teasing, but not yet. One girl has started with the braces and has told all the other girls, you have to stop sucking your thumb and how painful it is to have braces.
Good Luck