V., My daughter has sucked her thumb from 3 months old. She had no interest in a pacifier. I've had many people tell me, "Oh, sorry she sucks her thumb, it will ruin her teeth." as well as two dentists who have said that until she has permanent teeth it's not a problem.
I've told her over the years that she'll have to stop soon, and that it will be a hard job for her to work on. She has tried a few times on her own without my prodding, and we worked for her 8th birthday as a goal for quitting. (She only sucks it to fall asleep.) I have the advantage of a sister in law who tried everything I'd ever heard of as well as many things I'd never heard of to break her daughter's habit of all day thumb sucking, even at 9 years old. She said that the only thing that finally worked is a gadget called Thumb Guard. It's a plastic sleeve that you attach to the hand with bracelets like you get at a waterpark. It's expensive, but she had the good fortune of picking one up at a rummage sale dirt cheap. It comes with an instructional video. It seems to be working for my daughter right now.
I work on visualization with my daughter. I tell her that her thumb sucking is a comfort to her and helps her relax, so when she can't suck her thumb because of the Thumb Guard she should close her eyes, and breathe deeply through her nose and think about things that make her feel safe and happy. You can't do this with a 3 year old.
I wouldn't worry. You'll only cause stress for both yourself and your little ones if you take this comfort away from them, and as a mama of 3 under 4, don't you need all the peace you can find?!? Personally, it's a battle I would not choose to fight because of the small consequence it *might* have on their future smiles.