When do you seek speech therapy?

My son turns 4 this September, and his vocabulary is large but his pronunciation is terrible. His twin sister has no problems, and neither does his younger sister who is almost 2. In fact, the 23 month old talks more clearly with consanants than he does.

His main problem is that multiple consants sound alike when they are at the beginning of the word. K and d sound like t. W, r, and l, all sound the same, and he often doesn't put the front s or sh on words but just uses a d or th sound.

We don't know when to consider it a problem. When we try to work with him to correct a sound he gets really upset and says, "stop talking to me", a phrase he pronounces very clearly I might add.

When do we seek professional help? Or are there tips to working with him on it without making him feel bad or misunderstood?