There is nothing inherently wrong with writing "Thank you" in a comment. It would be preferable to thank good answers with an up vote and the best answer by marking it as accepted. If on top of all that you also want to post a "thank you" comment, that's nice (I guess).
However, a comment saying just "thank you" isn't really what comments are for:
When should I comment?
You should submit a comment if you want to:
- Request clarification from the author;
- Leave constructive criticism that guides the author in improving the post;
- Add relevant but minor or transient information to a post (e.g. a link to a related question, or an alert to the author that the question has been updated).
When shouldn't I comment?
- Compliments which do not add new information ("+1, great answer!"); instead, up-vote it and pay it forward;
You have quite a few other ways of being nice, to everyone not just the person who answered your question:
- Ask helpful questions,
- Post great answers,
- Up vote helpful posts,
- Down vote unhelpful posts,
- Flag content that doesn't belong,
- Revise posts,
- Post comments with relevant feedback,
The list of things you could be doing that are more helpful than a simple "thank you" comment goes on ad infinitum.