"Unforgettable" is a much stronger word. "Memorable" is a much safer word which would normally be selected in a polite thank-you note. Certainly there are cases where the stronger word is also approriate in polite thank-you notes, but the problem is that you don't want to seem to be using overstatement, which can make you appear insincere.
"Unforgettable" means something that is so memorable that it can never be forgotten. Cases where "unforgettable" might be perfectly appropriate include: the weekend at Windsor Castle hanging out with the royal family that the Queen of England recently invited you to, your wedding (for which you want to thank your parents for paying the tab), or the night your band opened for the Red Hot Chile Peppers.
"Memorable" means something worth remembering. It can be used safely for any happy experience. I would use "memorable". By not overreaching in your compliments you will tend to convey more sincerity and produce an ultimately more heart-felt and, thus, powerful thank-you note.