Have you looked for stationary stores in your area? I find local stores tend to fall in the middle of places like Target and Crane - nicer product but not as expensive. Also Etsy is a good choice especially since you can often just buy a PDF file and print yourself which can save some money.
I created my own and printed them at work. I work for an office retail company, depending on your idea can cost about $5-15 to design it and then printing where I work is .59 for color and add an additional .08 for cardstock. I did mine 3 to a page so when they were cut, fit into a regular envelope. On the front I had a black and blue music border, a ultrasound picture, and an adorable poem from the baby thanking them for the gift. On the back, I had the same border (all in black because it is only .10 to print in black) and lines going longways so I can do the proper ettiquette thing and do a handwritten thank you. They turned out so stinking awesome. So, my suggestion if you have something in mind, go see a copy center person at an office supply place. Or PM me and I can give you more info!
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Re: Where can you buy cute baby gift thank you notes?
Shutterfly.com
Vistaprint.com
I got mine online through Pear Tree Greetings. You can personalize them and they were very reasonably price.
Tiny Prints (online) is also good but a little more pricey (but I'm guessing not as pricey as Crane).