Yes, it's a pain but keeping up on your 'thank you' cards is so important when planning a wedding. You will receive hundreds of gifts when all is said and done and sending a note to each gift-giver is just good manners. And believe me, people definitely remember if they don't receive a 'thank you' note from you.
After each shower I would advise writing 'thank you' cards before your next shower takes place. If you allow the gifts to pile up you will have a mountain of notes to write and it will seem overwhelming. If you do a little at a time it won't seem as bad.
It has become popular to take a photo at your wedding with a 'thank you' sign and then send postcards with that photo. I think this is a very cute idea and a fun way to say 'thanks' but make sure you include a personal note with the photo because that is what people will remember.