Yes, you do! It will take planning (to remember who gave you what!), so make time to sit down and write the cards.
Remember, by the time you get back from your honeymoon and back to work 4 - 5 weeks will have passed. Before you know it, that will turn into 2 - 3 months and you honestly won't feel like writing them and hoping you'll get away with it.
Will anyone say anything to you for not sending a Thank You card? Most likely not, but you and your bad manners will be the topic in certain quarters and you already know who they are.
Look, it's very simple. If you think enough of someone and your relationship with them to invite them to your Wedding in the first place don't you think it's important to say thank you for their gift?
In the current economic climate, attending a wedding, buying a present, money for the day itself, could put some of your friends under financial pressure yet they would sooner do that than not go to your Wedding.
So if time has passed and you haven't written those Thank You notes, put some time aside this weekend and just get it done. You'd be surprised how much it means to people.