As I've said here in other threads, at my company we decide whether to extend an offer within a half-hour of the last interview of the day. Thank-yous are a total waste of time these days.
If you're applying at your company. But that is definitely not true everywhere, and there are many places that operate on a much slower timeline. A thank you note is one of those things that cannot hurt you (unless your thank you note is borderline illiterate), and costs basically nothing.
Also, OP needs to fire the mail guy.