I had a similar situation. I terminated with my therapist of many years last September (it was a mutual decision and a well planned and executed termination). Over the time I saw him, he went above and beyond any duty he had as a therapist and I am positive there were times when I scared the crap out of him with my depression (I was also hospitalized). In June, I wrote him a letter, thanking him for everything he did. I did ask that he not respond (and he honored that). I felt a lot of anxiety after I sent the letter - but I also really wanted to let him know how much I appreciated what he had done for me.