Here's the real deal on the thank you note from an employer's perspective.
They are very nice to receive. They can be the icing on the cake if a company sees you as the perfect candidate. Have I hired people who haven't sent me a thank you note? Probably. Do I remember when I actually received the thank you note? Definitely not, I just know that I received it before I had finalized the hiring decision, which was the perfect time.
When an interviewee leaves my office, I immediately begin to replay all of the key points of the interview—just as they are doing. If I like the candidate, I'll start to question if they would like the job, like the company or if they would take the job if I offered it to them. Employers can be very self-conscious.
If I get a thank you note from a candidate, then I know that by the time they got home they still thought working at my company was a good idea. I pay attention to their grammar and spelling. I also like to see them mention something specific that we discussed at the interview, or something that we had in common.
What you can do as the interviewee is to ask the interviewer when they expect to make a hiring decision. If they say that they are planning on wrapping it up in a few days, then make sure you get that note in the next day's mail. If it will be within a week, then you have permission to take one or two full days to reflect on the interview and compose a short, intelligent, reflective note. As a hiring manager I may not remember when I get it in the mail, but I do pay attention to the message.
Sending notes to everyone you meet is a nice touch, but can be overkill. Keep in mind that there are people who will compare your thank you notes just to see if you came up with original ideas. Don't stress if you didn't get the contact information for everyone you met. You have a few options. You can mention the names of the people you met in the hiring manager's note and not send notes to the others at the company. Your other option is to enlist the help of the HR director or receptionist to give you the first or last names you have forgotten. For some people that call will take a little bit of courage, but keep in mind that everyone has gone through the interview process, and everyone forgets names. It is an honest mistake that can be easily rectified through a simple phone call.

