I guess my family's basic rule was to write a thank you card as early as possible. I hadn't heard of a waiting period before expressing thanks.

Besides, with as busy as you are now with the final details, you may as well get one thank you "out of the way". If you want to have it on the same stationary as the rest of the thank you's will be on, but don't have those yet, wait.

We received a present the week after he proposed (with almost a two year engagement), so we just went to the store and bought a single thank you card and sent it. But then it is the first gift we received, and as such tops the page of thank you notes. And its so nice to see one already done.