Are you maximizing your thank you page?

How do you say, “Thank you” when someone downloads a white paper or some other give-me-your-contact-info and I’ll give you something of value?

I found this simple thank you page on Jay Baer’s Convince and Convert site after I downloaded “Does Your Blog Have a Long Tail?” It was enough to inspire me to write this post for your consideration.

Do you have a thank you page on your site? If not, you should (so should I). If you do, how do you say, “Thank you”?