We've tried baby rice cereal a couple of times now. So far it's mostly messy (and time consuming!) and, while it doesn't seem to be Addy's favorite thing, it's not the most torturous thing for her to endure either. The first time we tried cereal I mixed it up per the instructions: 1 tbs of cereal to 4-5 tbs of milk. That's about 1/4 cup of liquid to try to spoon feed to a wiggly, fist-sucking 4 month old. So the second time I wised up and used teaspoons instead of tablespoons.
Speaking of things that go into Addy's mouth, she seems to have slowed down some on the sticking-her-fingers-down-her-throat trick so we have reduced mitten time to diaper changes and car rides. She still puts one (or both) hands in her mouth all the time, but the part where she extends her pointer finger has slowed down (knock on wood!). And now that the weather is warmer, sundresses are her favorite thing to wear because she can grab on to the end of it and stick it in her mouth.
