At least one PD at program that is desired by some told me that they expect them and want them to be personal.
Your personal circumstances and wether you would or would not want a boss who expects this can influence your choice to write them and to whom.
Like all things in the residency selection process, the idiosyncrasies of each PD are more important to matching at a particular program than any general factor that could be identified as important here. Just as the values of individual psychiatists vary, so do those of the individual PDs. I'm sure that you can match without thank you notes, but maybe not everywhere. I'm also sure that there is one PD in the world who finds them annoying and wasteful.
