I was in the same boat as the other posters who said that they sucked their thumbs into their teens (I didn't quit completely until 14!!!) and they only stopped because of embarassement at sleepovers. Nothing my parents did deterred me--bribes, money, band-aids, Tabasco sauce, yucky nail polish. I didn't quit sucking my thumb completely (stopped sucking my thumb in school in the 4th grade, then just sucked my thumb at night to fall asleep) until I just made up my mind to quit. Sort of like a smoker! For me, sucking my thumb was very comforting and that first night was really tough.
Like the others, my teeth were fine. I'm 24 now and the dentist doesn't believe I never had braces!