Suprise work shower!

I started as a temp for this company at the end of April, and the job was only supposed to last 30 days.  Just before the end of the 30 days, they asked if I would like to extend to the end of June, then last week they asked me to stay again, this time untill atleast July 16th, if not longer.  Needless to say I was quite honored today when they suprised me with a baby shower during my lunch hour!  I am going to be sad when I have to leave, and wish I could take this on as a permenant position, however we are moving about 3 hours away.  Probably at the end of July, but a lot of it depends on when this job really ends. 

I plan on writing a Thank You note to each of the ladies who pitched in and/or got me a gift.  I am wondering if I should also send out a quick thank you e-mail to everyone today as well?  I also plan on making cookies or some sort of treat tonight to bring in as a thank you to everyone for their generosity.  WDYT?