My little brother was starting to have the same problem as his secondary teeth were coming in when he was five years old. The dentist sat down and simply told him: "if you keep sucking your thumb, your new teeth are going to come in crooked and it's going to look really bad, and we are going to have to do more adjustments and visits here". My brother stopped sucking his thumb cold-turkey.

Granted, he's always been a determined kid :)