Baby Shower Thank You's

This past Saturday was our baby shower. I was so nervous because I hate being the center of attention but it turned out amazing and I had such a wonderful time. My mom and mother in law threw the party at this beautiful Italian restaurant in the party hall. I couldn't have asked for a better baby shower.. Being a first time mom I'm a little clueless as what I needed.. Obviously I went by the check list. Lol but our baby girl got so many beautiful gifts and then some.. So my question is how soon do I send out thank you notes to all our guests?? Do you wait until after she comes and send it in the announcements or do I send the thank yous before my little girl arrives??? She is due March 25th..