Now, I ought to know which sounds are generally learnt in which order (I did a lot of study on this at uni) but can't remember :P I'm sure the internet can tell you. Suffice it to say that there's quite a broad 'normal' range. There are a couple (l for y in certain positions, such as "lellow" for "yellow"; swapping consonants where it's easier to pronounce, such as "hopsital" or "aminal") are quite common up until about 5 or 6. For the most part, this kind of pronunciation stuff is down to...terms that I should know and can't remember :P The ease/difficulty of pronouncing certain combinations of sounds, essentially.
If you think he might need some help, I'd think:
1 - check hearing
2 - everyday stuff to assist with speech, like repeating what he's said the "correct" way. So... "pyane!" "yeah, it's a plane". You can also emphasise the sound he appears to be missing, and attempt to get him looking at your mouth while you pronounce those sounds. Even little games where you try to get him to copy sounds, like "lalalala" etc. can help. Also talking about sounds without expecting anything from him...like... "hey, it's a dog. da for dog" etc.
Apologies if that's complete rambling, I'm half asleep here :P
I'm not sure about DD's pronunciation. She's about the same age as your son, but she's always been advanced in her language. There are definitely things that she mispronounces, and certain sounds and combinations that she struggles with. Will pay attention tomorrow and let you know some of the things she doesn't pronounce properly.
Edit: just had a look at the link regarding articulation. THAT'S the stuff I was attempting to remember! Great resource.