This is a pretty simple task. It’s nice to send a thank you card to your sponsors, speakers, exhibitors, and volunteers. For Twin Cities Veg Fest we created a simple card that we could use for all of these parties. It said something like “thank you for helping make Twin Cities Veg Fest 2013 a success”.
If your organization has a regular newsletter, you should also thank your sponsors in the first edition sent after the festival.