I haven't written any and wasn't planning on writing them... I'm probably in the minority on this one, however.
We'll see if ends up mattering or not, but my guess is that it doesn't. If most people are writing thank you notes you'd reach a point where recipients would lose track of who sent one and who didn't. This is not to say that I don't appreciate the fact that these people are giving up time to interview me, but I thank people at the end of my interviews and think that should be enough. Wasn't there a Seinfeld about thank you overload?