As we have discussed elsewhere in the site, etiquette is a huge part of a successful job search campaign. You should always extend your etiquette into a thank you note for every interview (including phone screens).
Job interview thank you letters may be delivered via regular mail or email. Not only has email become an acceptable method, it may be the preferred method.
Although regular mail may have a more personal feeling, email has the advantage of being quicker. What is more important: a perceived nuance of seeming personal or the definitive advantage of getting to the employer quicker and keeping your name in the employer's memory?