I'm currently writing my masters thesis and I've gotten some good answers that have helped me along in my process.
My question is do I cite mathstackexchange in my thesis or do I put a note of thanks?
There was a discussion on meta.mathoverflow about this, How do I cite Math Overflow?
I agree with what Mike Shulman suggested, which is putting a sentence in your acknowledgements:
Also, as pointed out by Noah Snyder on that meta post, this paper does a reasonable job citing math overflow, and the main answerer, in footnote 7.
I too have this issue coming up. One part of my thesis began on this site and another on MathOverflow.
My intention is to put a footnote link to the threads, give credit when I use someone else's proof which appeared on these sites and of course give thanks both to the communities and the users (by real name if possible, by user name otherwise) - both those who asked the question; gave helpful comments and so on.