To suck or not to suck, that is the question...

So we have a little thumb-sucker in our family. I've had mixed reactions - some people think its great for your babies to do that and others think terrible! I tried Eliza with a dummy today which she seemed to quite enjoy but it kept falling out when she was rolling around in her cot which meant taking her ages to fall asleep and numerous trips into the bedroom for me. I think she still probably resorted to sucking her thumb to sleep anyway. Should I even bother with persuing the dummy? Any opinions?