ok...speech pathologist here
Continuing to substitute/distort the sounds you named is still not completely out of line developmentally at his age although it is at the tail end. Chances are very good that he will grow out of it....the test is to see if he 'can' make them on cue. Chances are that he's not the only child in his class still making a few of these specific speech errors so it isn't generally going to be a social issue.
Truth is (and this probably isn't going to make me popular) there is a great deal of unnecessary speech therapy going on (I worked for over 15 years and saw it all the time). The overwhelming majority of preschoolers would in fact just grow out of their speech errors if they were just given time. Speech therapy, which is generally provided no more than once or twice a week for 45 minutes or so, rarely is the magic many think it is. Often times the improvement is the result of development kicking in and has little to nothing to do with the therapy.
And school therapy???? Even the most concientious and talented of speech therapists can only do so much with a group of children in 30 minutes. Think about it.......when you divide that 30 minutes by the number of children in the group, exactly how many minutes of instruction/practice is each child getting?
And to the poster who asked about stuttering.....stuttering/stammering is a developmental stage that is not uncommon at about 3-4 yrs of age. It will generally disappear as suddenly as it appeared. The key? Ignore it