When my DW and I stayed at WL for our 25th anniversary, Randall (one of the CMs working concierge) went above & beyond the call of duty so many times for us that we gave him a monetary "thank you" inside a card & envelope. We felt that his service was definitely worth more than a verbal "thank you."
We later stayed at BC concierge. The staff were helpful on several occasions, but not in a knock your socks off way. When we left, we bought them a box of candy to share among themselves with a nice thank you card for their service and support.
I suppose it depends on what you feel is deserved by the service you receive. At Disney concierge is not listed as a "tipped" position, but if you believe the staff deserves a monetary gratuity, you could give it to them discretely (like inside a card).