Saying "thank you" is good enough. You can give a card or write a letter, just stay away from sentimental and pricey gifts. Those kind of items can cause hurt and disappointment, especially if your therapist refuses to accept them.

My psychiatrist will never receive a gift from me. It would be very awkward for the type of relationship we have. When we part ways, I intend to write her a letter. If she shreds it, I am fine with that.