I applied to a bunch of companies last year, and was in the middle of the process with many of them when I decided on the company I was going to work for. I wrote them all an email notifying them, but thanking them for the opportunity to meet with them. A few startups didn't even bother responding back, but I did receive some nice emails back from some companies thanking me for letting them know, and wishing me luck at my job, and if things didn't work out, to contact them again.
I'm not saying I needed to be treated like royalty, but basic common courtesy goes a long way. As well, how you treat people that you don't need to treat well reflects on the type of company (and person) you really are.