All I did is send a thank you. However, one of my good friends is applying to med school and she said it was pretty common practice to send a "first choice letter" to your top choice (interview or not). She's actually sent out two - one to her true first choice, which is a bit of a stretch school because of GPA/MCAT and then a first choice letter to one of the schools she interviewed at after the interview - I think it was kind of incorporated into her thank you.