I understand your frustration!!!!! We've been dealing with this problem for over 2 years.. and I have tried alot of different things!
* Bandaid on finger that gets sucked... worked well until he worked out how to get the bandaids off!
* Nail biting stuff, (it is safe for kids!), it didn't seem to work much at all!
* Sticker reward chart, sticker given for morning/arvo/evening/night when no sucking, reward given when so many stickers achieved. This worked really well... it's just a lot of work for mum/dad!
* Ignoring behaviour... this didn't work at all!!!

Anyway, after all our efforts, he has improved. He doesn't suck his finger during the day much at all now, but stilllikes to at night time! Think it's his way of relaxing himself.

I was mainly worried about his teeth!