My kids have never been much for comfort items. DS6 was a thumb-sucker, however. He popped his thumb in his mouth whenever he was tired or thinking hard. It was always funny to see him considering some problem, gears turning like mad in his head, with his thumb in his mouth. Then he'd remove the thumb with a loud "pop!" and come up with some incredibly well-thought-out answer. The thumb in the mouth always made it that much more surprising to people when he said something utterly GT. He seemed like such a baby to them because he was sucking his thumb, and then he sounded so grown-up. I always thought it was really funny.
DS6 was about 2.5 and was potty-trained, and the dentist started telling me that it was time for him to stop sucking his thumb because it might deform his mouth. "Don't tell me," I said, "tell him!"
The dentist looked at me like I was crazy, but he started delivering a HIGHLY dumbed-down version of the same speech he had been giving me. I translated it back up into mature speech. DS6 took the thumb out of his mouth right then and never once put it back in. Not once! I even checked on him in bed when he was asleep, and he never had his thumb in his mouth again.
I have to say that even though I knew him and knew how determined he was about stuff, even I was amazed that he broke a habit of 2.5 years in about 3 seconds! I wanted to bottle whatever he had and give it to smokers and drug addicts! It still seems incredible to me!
That's our best comfort story...Other than that, we're pretty boring!