This seems like such a basic part of the job search process, however I am finding more candidates confused about this today than I have seen in during the 12 years I have be in recruiting.
Ultimately you need to send a thank you note to everyone you have interviewed with. In today’s world the preferred method for such communication is e-mail.
Each letter to needs to be personalized to the recipient and can be used to highlight a point you made in the interview that you believe was important. Please notice I said to highlight a point, not to create an entirely new line of thought. This is not the time for I forgot telling them all the things you forgot to bring up during the interviews.
Be humble and grateful, yet confident in your ability to exceed their expectations. Ultimately people want to work with people who are excited about working with them and for the company. Please address in your why you are excited about being part of the team.
Timing is also important, if you send the note from your smartphone when you get to the car, you are stalking. Best time is that evening when you are done with you work day. If you wait too long it will be hard to convince them you are really excited about the role and company.