an email of thanks afterwards to the Mistress. That's without question.
I think so, too, but half the time I don't get one.
I think that when someone sees it as purely "transactional", devoid of the cultural elements of FemDom, whether due to apathy or ignorance, I'm less likely to receive a message.
I try to tell young or non-scene folx that it's good etiquette, even if you've offered your gratitude in person. Some of us, especially old school types, like little formalities like that.