A job-search is a public relations campaign. The idea is to get others to like you so they will hire you directly or refer you to their friends. The sooner you build good relationships, the sooner you'll be hired, and the words "thank you" create good will.
The best marketing letter in the world is one that simply says "Thank you, I appreciate you." There's no more powerful appeal. No one grows tired of being thanked.
Any thank you is appreciated, but it's even more powerful to thank others unexpectedly. I often invite prospective customers to lunch—then send them a thank you for attending! That gets their attention. Sometimes I send books as sales gifts, and I always enclose some kind of thank you.
Use handwritten notes only for a few short sentences. Buy plain stationery, nothing fancy. Keep it businesslike. Cards that fold to 3.5" x 5" are ideal. Make sure your handwriting is easy-to-read. If it isn't, type the words so they're legible.
If your thoughts won't fit on a card, use a typewritten—not handwritten—letter. Letters must be professionally typewritten or word processed—no exceptions. Long, rambling, hard-to-read thank you notes create more frustration than good will.
A thank-you letter is often a sales letter in disguise, so don't be afraid to put some "sell" into it. Send warm thanks to everyone who gives you any kind of help in the job search, however small. No exceptions. No excuses.