I have not sent any thank you letters yet. I am, however, going to have an update in a month or so (graduating with my second degree that I was getting concurrently with my medical degree), and when I graduate, I figured I'd email all programs I interviewed with, tell them, and say something like thanks again for interviewing me, insert personal detail of conversation that I took notes on, blah blah blah.
And it will be a good excuse to send a hail mary email to places that haven't interviewed me and say hey, look, I have an update and I am still really interested in your program.
As a side note, I REALLY wish it was standard for all places to give you time between interviews. The last place I interviewed you moved you from one room immediately to another when you finished... so my notes are absolute crap. I was finishing my conversations with one person and starting a conversation with another less than 30 seconds later. Fortunately my last interview was with the PD so I could take notes on what we talked about afterwards, but everything else was a blur. I really appreciate the places that give you 1-2 minutes between interviews to take notes.