From my neighbor's garden
I read a lot of forums, features and blogs to expand my knowledge of marketing and promotion for my online shops. What I love about the artistic communities is that all are willing to share what they have learned.
A majority of these conversations support the idea of adding a thank you note to a customer's package. Some buyers appreciate the effort and some may not notice, but to me it adds a personal touch. If you have the time and talent to make your own tags or cards it's definitely worth thinking about. If you don't have that spare time (and most of us don't) consider supporting a fellow artisan.
The creations in the accompanying spotlight from http://www.byhand.me/ showcase a variety of mini gift cards and tags from Etsy artisans. They range from fine art to whimsy, from simple to sublime. Click on the thumbnail photo in the spotlight and the link will take you to the artisan's shop.