I leave mine on the pillow - either in an envelope, or if I do not have one, 'wrapped' in a piece of notepaper with 'Thank you' on it. Some hotels do not allow housekeepers to remove money from nightstands, counters, etc. - different rules vary in different places.
This trip we will have 'mousekeeping envelopes' - already done up. Otherwise, most rooms have 'notepads' in it so I wrap it in a sheet of that with the Thank you on it.
I always tip DAILY as you do not know who will have your room on the day you check-out. It may be a totally different person than actually workd the preceding 3 or 4 days. I have noticed in Vegas & even a local casino hotel we go to that they have the person's name on the envelope already - that way the person that actually cleaned the room that day is receiving it. And I assume those people work pretty well together - after all they don't want someone taking their tips, so I'm sure they all work pretty honestly together.
When I am traveling alone I normally leave $3 (which is really probably way more than I need to as I do not leave a mess at all). When I go in May there will be 3 of us, but I just plan on $5. We always pick up towels behind overselves, make sure all garbage is picked up, etc. So it's just something I do to feel good.
Don't feel obligated - do it because you WANT to, not because you have to.