Teaching TH
I wrote this for a parent to teach her child to say the "th" sound, after the child could say all of the other sounds. Note that "th" is NOT an important sound for intelligibility and is not targeted using the Cycles Approach. With few exceptions, "th" should be the last sound anyone targets. Teaching "th" should be seen as cleaning up speech that is already good.

Step One
Begin calling his attention to the error with the "Silly Me" routine. When he says, "I want dat one," you can say, "Dat one? Hm.. Oh! That one. Sure, you can have that one." You are not asking him to say it right, just showing that he is not saying what he think he is saying. Spend a full week doing this before moving on to Step Two. If all non-school adults do this, it will help more than if you are the only one doing this.
Step Two
Continue the "Silly Me" routine. Begin having Practice Time. Spend 5-15 minutes three times each week practicing the sound. Get a mirror. Put your tongue in place like you are going to say "th" in "thing." Have your son describe your tongue placement. It should be between your teeth. Have him look in the mirror and get his tongue in the same place. Work on the sound. His tongue may start in the correct place but slip back to its old habit, so be ready to point that out. Begin with these words: thin, thing, think. Avoid words like three and throw, because the thr combo makes those words harder. Step Two will probably continue for 2-5 weeks. Could be longer, depending on the child and how often you practice. Stay on this step until he is able to say thin, thing, and think easily.
Step Three
Continue the "Silly Me" routine. Again grab the mirror but have him start by again watching you. Say the "th" in thin and the "th" in this, showing the the thin "th" is quiet and the this "th" is louder. Now that your son is good at quiet "th," he can learn louder "th." During Practice Time, his practice words can be this, there, and though. Practice whichever one is easiest for your son. Avoid the words that and then, because they are harder. Step Three will probably continue for 2-5 weeks. Stay on this step until he is able to say this and there easily.
Step Four
Continue the "Silly Me" routine. Add a new strategy, which is "Great TH." If you hear him say a "th" sound correctly, let him know. "Great th sound, just like we practiced!" "Way to go, that th sounded just like (big kid name) says it!" For Practice Time: If he is able to say the R sound, practice the words "three" and "throw." When he is able to say those pretty easily, move on to Step Five.
Step Five
Continue "Silly Me" and "Great TH." During Practice Time, begin practicing the challenging loud-th words then and that. When he is able to say those pretty easily, move on to Step Six.
Step Six
Continue "Silly Me" and "Great TH." Add a new strategy: "Try Again." When he incorrectly says a word that you have practiced and know that he can say, tell him, "You said dere, try again." Or "You said tink, try again." One big rule about "Try Again": Never do this when he is upset or frustrated. This week during Practice Time, you can practice any th word you can think of. Stay on this step for at least 3 weeks. This may be your last step--he may even be saying th correctly before this step. But if not...
Step Seven
Continue "Silly Me," "Great TH," and "Try Again." During your Practice Time, take any of your "th" words and put them in short sentences. For example: I want that one, This one is my favorite, It's over there, etc. Continue until he is saying his "th" correctly all the time.