For me, it's similar to Jingle. Does sending it get me the job? Probably not. Do I want to take that chance, or be the guy that didn't send one? NOPE. Even if it's just for me, in my head, when I interview for real (not phone interviews), I send a HANDWRITTEN thank you that day. I know, I know "the mail"; they get that note well after 'election day' so to speak. But I want that message sent. I've learned in 30+ years of job hunting/searching that it's the little things, and who knows when I'm run across that person again.
(Example: I was with a small group within a bigger, international conglomerate. That conglomerate was buying a French company. My old boss - who I hadn't worked with in five or more years - called me and said "hey, got a friend who is going to "conglomerate" in that big deal. Are you willing to have lunch and just talk to him about "conglomerate"? If nothing else, he's a nice guy, you'll have a new friend." Sure. We make plans, and he calls me the day before and says "any problem if I bring a colleague; he's a lawyer, he may be of help to you, small payback for your help for me". Sure. Long story short, to do the deal, "conglomerate" threw my little business into the deal and so I became an employee of the French company. My new bosses boss? The lawyer I had lunch with. When a counsel opening came up during the integration, I walked in and the guy said "I was hoping you were interested; well, we've already had our interview (that lunch). Any questions?" I got the job and despite wanting very badly at first to go back to "conglomerate", I'm happy and have been here ever since.)
I take NOTHING for granted in job searches.