The tradition of inner and outer envelopes dates back to the time of white gloved butler and muddy streets. The outer envelope was to protect the inner envelope and its contents for clean delivery within the home. This is still a stylish way to deliver an invitation for your special event. Outer envelopes are for the delivery address.
Your Thank You Notes should reflect your aesthetic, whether it's classic, romantic, minimalist or modern. The recipient of said note should know who it's from even before he/she reads a word.