When you're opening up your wedding presents, either as they arrive before the wedding, on your wedding night or sometime after it's important to make a list of who sent you what so you can send each gift giver a thank you note.
Just take any piece of paper - we used the notepad at the hotel we were staying at the night of the wedding - and write down the gift givers name(s) and the gift. If it's money you can write down the amount but you don't have to.
Once you are ready to write your notes you'll need this list to help write each one. If it's a monetary gift simply write, "Thank you for your generous gift." You can also add what you plan on using the gift towards. If the gift is a specific item you should mention it, "Thank you for the cofee maker." Of course these are just opening sentences, you should write a few lines - maybe mention that you were glad they could come to the wedding, that you hope to see them soon, etc...
You should have everyone's address from your invitation address list, but if for some reason you can't find one don't be afraid to email him or her and ask for it.
You have two months from when you return from your honeymoon to write and mail your thank you notes. If you decide to write them on the plane, remember that you can only use US stamps to mail letters from the US. So if you're going to another country just hold onto them and mail them when you get back home.