We had thumb/finger sucking blitz over Christmas
Lots of info in old posts about this that i found useful.
5 yo sucked thumb often throughout the day at home and all night. So to save $$ on the teeth we decided it was time before she started full time school.
Talked up giving up the thumb for a few months so she was used to the idea.
I used a big reward chart stuck on the lounge room wall (daily stickers for not sucking during peak times - tv, bed, computer, bored etc) then a small reward after three days (colouring in book), then another after one week, then after three weeks of complete non-thumb sucking - big reward (thomas train for DD1,DD2 got a new doll).
Also used character bandaids on the thumb during the day. During the night used the yucky nail stuff and a sock over the top. Also reinforced what to do with her hands (eg hold them together...put them under their pillow)when she was watching tv etc as she was so used to just popping the thumb in that she didn't know where to put it when she wasn't sucking. Only down side was that once the thumb sucking was stopped DD didn't lie in bed relaxing in the morning and took hours to go to sleep at night for about 3 months!!!!
After watching her sister go through the process DD2 (3.5) who has shocking teeth from finger sucking wanted to do it too

so we did the same thing with her. Lots of tears the first night then she was fine. (actually easier than DD1) Three months down the track I still paint the stuff on at night just in case they relapse.
minyamamum I did have that thumb guard in the back of my mind and was going to use it with DD1 if the nail stuff and band aids didn't work seeing her adult teeth will be arriving soon. Cheaper than braces!!!!
DD3 still sucks her thumb but she is only 7 months