A sincerily thank you is much appreciated by T's. I'm not sure if I've done that while I was in therapy. I often say thank you at the end of the session. I gave a thank you card to my previous T, when our therapy stopped. But it might have been a good idea to tell her a thank you at the times I was really thankful.

I think it doesn't really matter how you tell her, in person/email/letter. Saying such things in person can be hard, so writing it down for her is a good way to start. Maybe writing a short note is a little bit more personal than in a email.