Jay posted about his son getting rid of training wheels. The best method for weaning a kid off training wheels I've found is this
1. When you remove the training wheels, remove the pedals as well, and make sure the seat is low enough that they can easily reach the ground with their feet.
2. Let them ride that way for a week or two, pushing with their feet hobby-horse style.
3. Put the pedals back on and raise the seat again.
That is all there is to it-They learn balance while still being able to catch themselves. This works best when they are very young--I did this for my kids just before they entirely outgrew their first bikes with 12 inch wheels. The concept works at any age, but older kids may not want to ride without pedals long enough.