DS1, now two years old, had a dummy from 4 months old. I took it cold turkey at about 22 months as the tantrums if he couldn't find one were outweighing the soothing benefits. We had a couple of very tearful days then it was over. It was a bit of a contentious thing though as after about 12 months old he just had it all the time. I think we missed a window with him where he was less attached and we could have got rid more easily.
Anyway DS2 is now 10 weeks old and starting to show signs of being a thumb sucker. I wonder if I should introduce a dummy at these times as at least this can be taken away whereas a thumb sucking habit can be hard to break much further into childhood once adult teeth are coming through etc. We were going to try and avoid a dummy this time unless we started to go insane and had exhausted other means of soothing it seemed necessary for him. I'm not against them necessarily and think they can be nice for babies really it's just having to take it away later on.