Thank you notes

I gave a separate thank you note to those who came to the bridal shower and give me a gift there and a separate thank you note for those who attended the wedding and gave a gift there.

You should be writing personal thank yous to your guests for each event, just as Melle said. I would get blank notes so you can address those who gave you something at your shower from you and then gifts given at the wedding from both you and your fiancé.

Yes, you'd have separate. Immediately following your shower, you should send thank you cards to your guests. Then immediately after your wedding, you should send thank you cards. You want to thank them as close to the event as possible.

View Quoted Comment I agree with this. The shower thank you cards can be from just you or both you and fiance, but actual wedding gift thank you cards are from both of you.
It's also a nice gesture to thank guests for attending even if they didn't give a gift.

You do need to send separate thank you notes, but I think the question was whether or not you need to have separate designs. I think what you described was nice, but you can also get cards that don't have your name(s) on them so you can use them at any time, even if it's not wedding related.