Recruiter here with 15 years of experience. You absolutely want to tell the recruiters you have worked with as soon as possible that you have accepted a position. Chances are the recruiter will ask questions and perhaps try to sway your decision, and since recruiters only get paid for making a placement, there is even a chance that the recruiter will go back to the companies that presented offers to see if they will sweeten the pot a bit and up the offer. If you are 100% decided on accepting one offer, be firm with the recruiters and let them know that you have passed on your commitment to your new employer.
Be sure to thank them for their time, and if they treated you well you may want to let them know that you would pass their name along to anyone that you knew was looking for work. Recruiters love referrals, and you don't want to burn any bridges with the recruiter or the hiring companies themselves.
You could ask the recruiters if they object to you reaching out directly to the hiring companies with a call/email to thank them for their time and for their consideration. I would have no problem with allowing my candidates to follow-up after declining an offer, but some might have an issue with it (the recruiters that have an issue are the ones you should worry about, and you may be more inclined to contact those particular companies directly). The appropriate person to address the letter to would be the interview team, and HR as well if you had a fair amount of contact with them during the offer process.