Gratitude is always appreciated. For myself, I use the "Thanks" button for contributions that are valuable to me; this could be technical advise/clarification, creative or inventive ideas, an opinion I may agree with, or considerations & points of view that are constructive - I always attach a personal comment to clarify my position for sending. IMO too many "Thanks" starts to erode the "value" of the sentiment, so I'm selective when using it.
I'll also add, if you respond in the thread with positive script everyone can see it, the PM and Thanks features are completely private...neither is incorrect.
To have something appear at the bottom of each post, go to the top of the screen "User CP" (first item located in the black bar), scroll down to "Settings and options", and open "Edit Signature"
***I was also a little unsure at first with this stuff, but the more you read in the Threads the etiquette starts to reveal itself.