i sent thank you letters to all programs (except those that specifically said no thank you letters). i figure it won't hurt, and maybe could help. i would send to all that interviewed me if only 2-3 interviewed me (which was rare) or i would send to just the PD and/or chairman for most interviews were 5+ people interviewed me. for those programs that i really liked, i strongly expressed my interest in the program and why.
whether it helps, who knows. probably not for most places, but maybe for a handfull. although, one program that said thank you letters make no difference, i sent a letter to and then got a "ranked you very highly" letter a few weeks letter which also mentioned something like "enjoyed your note and hearing your interest in the program."
i used a form letter and just modified it for each program. really would only take a few minutes for each interview so i figure it is worth the time considering how much time is spent on doing ERAS, traveling to interviews, etc.