How can I sincerely thank important people?

I've gone through several extremely tough times over the years (haven't we all), and I have several true friends that helped me every time, often not knowing I really needed it. I appreciated it greatly at the time, and even now months or years later I can't understate how much their actions meant to me.

I feel like I didn't express my appreciation enough at the time, and it makes me choke up a bit. In my mind I always imagined writing an anonymous letter where I explain how much they helped me, because I'm not very good at expressing myself, and I don't want to change the relationships I have with these people in any way. I just want them to know they helped. That said, I never followed through with that train of thought because I don't think that's the way to go, but it represents the general feelings I have for the situation.

The past few months especially I've been cycling these thoughts through my head, and I would appreciate any advice.