We always do. I am one of those who have mousekeeping envelopes ready. But I do not put any money into it until I use it. This means that although I do tip, the amount tends to depend on the quality of work.
I do feel good about acknowledging great service, so it's important to me to show my appreciation. I do like the fact that sometimes they leave a thank you note. This to me show their appreciation as well.
(On a side note, I always leave an envelope with a tip for the Bell Service/ME who bring in our luggage from the airport in case we are not there. On our last vacation, they had written a little note saying how much they appreciate the thought. And I really appreciated it. When I spoke to bell services when they took down the baggage for us, he mentioned that they rarely see a tip envelope for them when they bring it from the airport. So we thought that maybe this is one of the reasons that we had such a problem getting our luggage (6 hours+) a few vacations before. It was so strange that as soon as we called to check on it, it arrived at our door in 5 mins.

but I guess this is another story - sorry for going on a tangent

)