I sucked my thumb until I was about 5, then switched to "feeling" a piece of cloth with my fingers (to my mum's great embarassment, it was a pair of cotton knickers! lol I would take them everywhere). My father (not a very nice person) used to hide it on purpose at night, so I had to come and beg for it, cry and cry until he would finally relent and let me have it (after giving me a good smack for crying) when I still wouldn't sleep until 1 or 2am. I eventually lost that one somehow (I think it disintegrated! lol) and replaced it with a cotton undershirt. I kept that until I was 16! :O)
I'm now 30, and I do without. See? They grow out of it! ;O)