As your thanks are plural, they should be followed by "go".
Similarly, your congratulations would go to the winner and your condolences would go to the widow.
buggles (not a teacher)
I fully agree. On this (American) side of the pond, however, it is common to say "My thanks goes..." People appear to think that thanks operates as a singular in their minds. (After all, you can't say "My thank...") While I am something of a stickler when it comes to grammar, I have no problem with either usage.