I conduct interviews with a fellow colleague, and we always appreciate a thank you note or e-mail. Keep it short and sweet, and if you really want the job, say so. One note received said something to the effect that the interview reaffirmed their interest in the position. We also like it when they say something about how they enjoyed meeting us and that they would enjoy working with us. Because we work so closely and for long hours, it's important that we all get along and like each other on a personal level.
Honestly, it doesn't sway our decision, but if it was from one of the top candidates, it helps to reaffirm that we probably made a good choice. We also let our bosses know when we get thank yous since they do second interviews.
Good luck!