I have to write the thank-you note the second I get home after attending a dinner, receiving a gift, having a job interview, etc. - otherwise it doesn't get done.
When I was little, my mother always plopped me down in front of some stationery as soon as we got back from my birthday party/visiting the family for Christmas/etc. Honeychile, I think I wrote thank-you notes for my baby gifts too.
My mother-in-law goes so far as to say to my husband "Now, be sure to send Grandma a nice thank-you card"
at the event, in front of Grandma.
When we got married, we took our "who gave us what" gift list from the wedding and did our thank-you notes on the plane as we went on our honeymoon. A productive way to spend a flight.