I think it is fairly classy to acknowledge an email of your acceptance. This is an example of a response that I wrote to an acceptance email from the graduate secretary:
"Thank you very much for this offer; I am very excited about the prospect of earning a PhD from [school]. I do not have enough information at this time to make a fully informed decision about my attendance, but I will be certain to notify the department as soon as I do.
Thank you again for the notification and the offer, and I look forward to speaking with you again soon."
Keep it short, simple, and to-the-point. I doubt it is a requirement, but I was just uncomfortable letting a congratulatory email with money offered sit in my inbox. Do what you will, however!