Thank you note etiquette

Our shower is towards the end of February and we are already receiving some gifts in the mail. What is the etiquette on thank you notes for baby showers? Do you send a thank you note right away or do you wait until after the event? I feel weird not sending a note right away but my mom brought up a good point that some people may have something delivered and also bring something else in person to the shower (she said her friend is doing that).  Maybe I just answered my own question lol. I just don't want to look unappreciative.. Thanks for your feedback.