DH and I are going back and forth about this - frustrating since we both see the arguments for and against:
We had a smaller wedding last month that was mostly family who were invited. It was local to our relatives. Maybe a little over half the guests did not bring or send a gift - which nobody is obligated to do of course.
That said - do we send TY notes to those who came sans gifts, or not? We were grateful to those who came, since we had a blast. However, we're afraid if we sent a note saying so, that it might come across as a passive-aggressive "did you forget to send a gift?!" DH and I both have pretty good jobs, and are in a better financial position right now than many of our relatives...
It really meant a lot to me that all of DH's family came (since most of my extended family not only refused to attend, but were so nasty and rude in doing so that I'm not sure I'll want or be able to have a relationship with them in the future), and was glad to get to share the day with people who mean a lot to my husband/were genuinely happy for us. I really enjoyed meeting all DH's relatives; I'd always loved his parents and siblings but can now see that across the board I TOTALLY won the jackpot when it comes to awesome inlaws!

I wouldn't mind sending a note saying, I enjoyed meeting you and am excited to have you as part of my family.
So WDYT - save that sentiment for the Christmas cards or is it OK to send out a little note now? I'm wondering if I used regular notecards instead of "thank you" cards, would that look less gift-grabby?