It depends a bit, I guess... I personally think that it's always nice to send a mail and thank the person for the hospitality. I don't think it will increase your chances for the position but hey it's good manners :)
Whether or not you get a position is often related to not only how good you are as an individual, but also:
- whether or not you will bring some new expertise/perspective to the lab/group
- whether or not the group leader believes you will fit into the existing group (socially/culturally etc..)
- whether or not it will cause them an extra effort to get you there (in case you'll require work/residence permit, specific equipment etc)
- whether or not they already have a more suitable candidate in mind (it's pretty mean for the individual but also very understandable for professors to have interviews with other candidates when they have already made up their mind about a particular one. Motivation behind something like that could be to plan for future projects or bureaucratic reasons)
These are only a couple of factors I can think of. But to come back to your question; I think you'll have nothing to lose and if anything it'll show that you have appreciated the chance to visit the lab and talked to people, which is a positive thing. ;)