we went cold turkey with DS when we was about 8-10 months. Took about 2 days for him to get over it. He occasionally sucks his thumb now, but not often.

I like the idea of getting some compliance with a toy shop and doing the "exchange" ...

One girlfriend of mine lives in Detroit, and there's a "binkie tree" and when kids have to give up their dummy, they go and put it in the binkie tree, like a rite of passage