L.A.
I sucked my thumb way past your son's age (and yes, had to have dental work in part from it)...
My parents bribed me with a Cabbage Patch Doll to stop... but they also used some sort of nasty tasting liquid to help. It dried on my finger and was just awful and numbing tasting.
I can't remember the name, but pharmacies like Walgreens should carry it.