Two separate groups.
1) Advisors/LOR writers etc. - When I was accepted to medical school, I took a bottle of wine and card to all of my LOR writers. I had a short 5-10 min thank you conversation with them and delivered each of them. Each of them was a mentor and I was thanking them more for their support and guidance than for simply writing me a letter. I did the same thing the week following match day for residency. I owe each and every single one of them for developing me through their teaching, wisdom and ultimately friendship. Not everyone is as fortunate as I was (truly blessed with how things worked out) and I'm not saying everyone should be doing this. But it is very appropriate to thank people who have helped you get to where you are.
2) Interviewers - I don't want you to think that it is wrong to write Thank You notes. It isn't. But you need to realize that objectively, it is not going to help you. This is NOT a reason to NOT write a Thank You. But it is a cautionary. Every extra step or communication that you have with a program carries with it the chance to look the fool. I've heard of people doing things like this in the past and making a mistake, either massive grammar/spelling errors or something insensitive or stupid which #1 makes me more cynical about the stereotypical pre-med and #2 makes me think that some people should avoid contact with the adcoms as much as possible for their own good.
There isn't something wrong with writing Thank Yous.