I've gotten varied responses on this subject, but I'd say do what you feel most comfortable with. For some profs I'd spoken to quite a bit I felt the desire to send a personal note so they'd be hearing the news from me, and it seemed to go over well/wasn't awkward. Idk if there's a 'right' or 'wrong' way with this sort of thing but I'm a pretty sensitive soul so I sent some emails, had some phone calls etc. - maybe excessive to some but that brought me some measure of peace. But bottom line, I don't think you 'owe' this to anyone, my goal was to communicate my gratitude and ultimately my decision.