I have three or four professors I have consistently tapped for letters of recommendation over the years. Typically I have given them a hand-written thank you note once the letter is submitted. When applying to graduate school this year I included a small gift card to a bookstore with my letter. I did this mostly in recognition of the many times they have spoken on my behalf and because I believed, a bit naively, that this would be the last time I would have to ask them for a letter (darn this dreadful application cycle!). While I will be a bit embarrassed and sheepish when I go crawling back to them for additional letters next year, I believe my actions this year will make next year less awkward.
I sympathize with you, Firled. A thank-you e-mail, while better than nothing, requires so little effort it feels almost thoughtless, in my opinion. I, however, have never been on the receiving end. Do you draw much of a distinction between a hand-written note versus a prompt e-mail? Or is it really just the thought that counts?