Thanking your Game master is not hard. Look when it comes to saying thank you to your Game Master. There is just no other better way than to just saying it. Don’t just say it once said repeatedly after good games and bad. Let them know that you appreciate the work that they do for your group. Being a GM can be a thankless job and often the smallest of encouragement can keep us going.
Beyond that here are a number of other things that a group can do to say thanks. Over the years I have hand players purchase adventures that the group would like me to run. As well a helping out in other ways such as purchasing paper, minis or ink cartridges for the ever hungry printer. All of these things are both helpful and appreciated by your game master.
Beyond all of these things, by far the best way you can thank your game master is to enjoy the game. When a Game Master can sit back and watch his players as they have forgotten him for the moment as they are playing in character with one and other. That is a huge moment as a GM because you know you have them then, that they re fully committed to the story and are wrapped up in being a part of it. When all eyes are at the table and no one is paying attention to their phones, tablets or flipping through a book. These are the times in game that you know it was all worth it.