Hi Martine,
I sucked my fingers too. I was around 16 before I stopped. Unfortunatly I ended up with crooked fingers and front teeth. As a child I also picked loads of stomach bugs through putting dirty fingers in my mouth.
You're quite right though, it's whatever suits the child at the end of the day and it's hardly like he's gnawing the bed post. My parents tried all sorts of things to make me stop (from mittens in bed to sour tasting nail lacquer), nothing worked.
Our experience is that we don't often give our kid's self control the credit it deserves. It might also be worth playing on any childs aspiration to be more grown up. At the risk of sounding preachy, appealing to their sense of self respect (especially compared with siblings or peers) was really effective for us.