This is a great web site that I have used many times with regards to speech therapy:
http://mommyspeechtherapy.com/
If the s/th sound is your only concern, that could easily be taught at home. My younger son had some serious articulation issues, so I had him in speech therapy with a professional for three years. If you look on that web site for how to teach the “th” sound, I’m sure you will find many suggestions.
Oh, hey, I found the actual post for the “th” sound:
http://mommyspeechtherapy.com/?p=62
Practice, practice, practice…with a mirror if your child is visual and needs to see how the letter formation is made. Also, make some games that would help you practice. One of my son’s favorite games was to play “Go Fish” with his speech words. I would print out duplicate copies of the words we were practicing from the “Mommy Speech Therapy” website, glue the individual words onto index cards, and use those to play “Go Fish”. We must have played that game hundreds of times!
Good luck!