I'm going to put up my hand to say thanks every time I switch lanes. Is that polite?
Yes, that's really nice of you to consider putting up your hands to say thanks.
I want to show some gratitude
The world can use more thanks and gratitude these days. It is good to show other people gratitude, and being polite goes a long way. Nothing wrong can ever come out from being kind and grateful.
I think starting out saying thanks at all times is a good idea.
I like your style! Just understand that it may not make sense to a lot of people saying thank you without anything to say thank you for. For this reason, it might be a better idea to stick to using it when you genuinely want to thank someone.