I am no expert here but I tried the following.

(I am using Mac.)

1. Open Format -> EditStyleSheet
2. In the opened "Private Stylesheet Definitions for (Untitled - 3)", type ItemNumbered in the input field of "Enter a style name: " and hit enter.
3. Click on Default.nb stylesheet.
4. In the Default.nb stylesheet, open Style For Body Text -> Display -> List -> Numbered and the first cell is the local definition for style ItemNumbered. Unformat it (Command+Shift+E). Copy everything in that cell.
5. Go back to "Private Stylesheet Definitions for (Untitled - 3)" and unformat the "Local definition for style ItemNumbered:" cell, delete everything and paste the copy from step 4. Then modify CellDingbat option to 6. Finally, format the cell (Command + Shift + E)

then the "." should go away.
 

I'm not sure why you're still looking.  Mings answer, if not the most concise, is correct.  This is controlled by the CellDingbat, which you can set to whatever you like.  So, for example, this will give you an ItemNumered with just the number:And this will give you just a roman numerical for SubitemNumbered
Rinse, lather, repeat, for all relevant styles.