A mom recently asked me if I had any advice on thumb sucking. I did not have much to offer her, so I decided to do a little research on this topic. I came up with a few OK articles and 1 product based on many reviews, that looks like it works.
(You can buy all of these on amazon.com)
Mavala Stop- this looks like it may actually work
Thum liquid- the reviews don't look that great
Thumbusters- your child has to wear this and I know mine would never. So I don't see this being a very good product.
A good book to read to your child is "the Berenstain Bears & the Bad Habit" by Stan & Jan Berenstain
Good luck to those of you that want/need to stop this behavior.