Perhaps we can upgrade the letter idea? If you’re at all creative, you could make them something to show how much you appreciate them, such as a scrapbook/album with photos and the letter together, or video presentation on CD. You could even record yourself speaking, which is good cause you can write yourself a little script first and then your parents will hear the words in your own voice. Use your talents to give them something beautiful that they will treasure, and that alone will show them how much you love them.
Some people just aren’t the touchy-feely type and find physical gestures awkward.