I've interviewed a lot of people for positions, and I can tell you from personal experience that sending a nice simple card or short letter to say "thank you" is a good thing and can help you. It shows that you have some initiative, and that you are interested enough in the job to go to some trouble to send the letter/card (that's why email is not effective in this case, it doesn't say a lot about either initiative or interest since it's so easy to use). Of course, it depends on the type of job you're going for, but if you're going for professional level non-tech jobs, image means a lot. For more techy or engineering jobs, it's a little more objective in terms of "do you have the qualifications or not".
Basically, buy a card (with no message etc, just blank), and just put in it something along the lines of "dear mr.xxxx, thank you for allowing me the opportunity to discuss the <insert position here> position with you on <insert date here>. The position is a good career opportunity, and I believe my skills and interests are a good fit. " etc.
Here's a good tip: make sure you add something specific that you talked about during the interview (for example, if the interviewer explained or clarified something for you). For example, something like "your explanation of the TPS report and how it is developed was very helpful and provided me with new insight into the department". That will make the interviewer remember your specific interview and make them more likely to recall your resume when choosing from among all the folks they talked to.
Good luck!