I'm an expert at not looking too needy.  

I'm also unemployed.

Take from that what you will.

I've had interviews where I was told that I already had the job and that the interview was just an informal chat about what I would be doing. That was in the days when there were more jobs than there were people to fill them in IT. Those days are long gone and it's a pretty safe bet that they won't return while I'm still in the workforce.

I sometimes say something like "thanks for taking the time to see me, I really enjoyed the interview (or 'I found the interview very interesting') when I feel like I need to say something.

142857: I think that as a general rule at the end of a meeting with someone of significantly higher status you should thank them for their time. In today's economic climate someone who's offering a job is generally going to be of significantly higher status than a job applicant. Anything like "it was good to talk to you" or "the interview was interesting" is more of an equal status thing.

I don't think that many employers expect that every candidate thanks them (and you probably wouldn't want to work for one who does). But keeping with the script doesn't hurt.

Also for the end of the interview try to have some questions prepared. Some employers expect that the candidate will ask questions and go negative if you don't have something to say. It seems that just wanting someone to pay you adequately and conform to all relevant workplace legislation isn't enough. You've got to find some supposedly insightful questions about the work. I can't recall any occasion when I had questions at the end as discussion during the interview usually covers it. Usually I'm just after the money.

Et: sometimes when an employer is seeing a number of people for a role they appreciate someone who is interested in what the role has to offer them, rather than someone who appears desperate for a job, any job. Whether I say "thank you for seeing me" or "thanks, it has been interesting to talk to you" depends a lot on how I feel the interview has gone. Sometimes these days the interviewer doesn't even ask questions, they give you a quick rundown on the role and then expect the interviewee to ask questions and effectively run the interview.

I always ask questions at the end of an interview, as I think it's an important way of showing you're interested in the role.  I usually ask questions like:
What projects will I be involved in?
How many people are in the team?
What would a typical day be like in this role?
What training opportunities would be open to me?

I think it's best to ask at least a couple of questions.  I also find that it helps to do some research on the company or organisation before I attend the interview.  Usually I do this by looking at the company's website, particularly the About Us section.  I find out the year when the company was established, the main industry areas they work in, the names of the business divisions etc.  Sometimes this helps me to think of questions to ask the interviewer.

I was laid off a couple of weeks ago, so I'm back to having to go to interviews again. One thing I'm going to do at the end of an interview is to ask for the person's business card before leaving. I've actually heard that it's not considered too needy to send a thank you e-mail after an interview, which is one reason to get someone's business card.