Also: DO remember that most interviewers send in their reports a day or two after the interview, so your thank-you note will most likely arrive after the fact, and will have no bearing on the admissions decision. Which leads me to...
DO remember not to stress about it too much (like I should be telling people not to stress!! Riiiiiiiiiight!!!)
DO write it ASAP. DO write it on blank paper or blank note card. DO say something nice about the school i.e. why the school particularly appealed to you now that you've seen it. DO NOT email it. DO remember that it will go in the file which will be reviewed later; it's not like your interviewer makes the final decision on whether you get in.
DO NOT feel obligated to write one. I've had plenty of acceptances where I never wrote a single thank you note. I've been rejected at schools where I did write thank yous. They have no bearing on your status.
Don't write one, unless it's heartfelt, handwritten, and is actually a thank you note. This is in contrast to a typed form letter where you give the interviewer thanks and then proceed to spend the rest of the letter talking about why you're good for their school.
I never wrote them to interviewers, and I did fine in the admissions game. Now that I'm a student, I see how others around me feel about "let me into your school" letters. These letters written to interviewers WILL NOT go into your file here and WILL NOT have any bearing on your decision. Actually, they do go into a file, but said file is in my bedroom