Formal:
* Merci beaucoup pour les livres. (Thank you very much for the books.)
* Je vous remercie beaucoup pour les livres. (I thank you very much for the books.)
Informal:
* Merci pour les livres. (Thank you for the books.)
* Merci beaucoup pour les livres ! (Thank you very much for the books!)
* Merci beaucoup pour les bouquins ! (Thank you very much for the books! - "bouquins" is a more informal word for "books")
More specific:
* Merci pour ce magnifique livre. (Thank you for this beautiful book.)
* Merci pour ces livres intéressants. (Thank you for these interesting books.)
You can also add a specific phrase to express your gratitude:
* Je suis ravi(e) de les avoir. (I am delighted to have them.)
* Je vais beaucoup les apprécier. (I will enjoy them very much.)
Remember to adjust your choice of expression based on the relationship you have with the person you're talking to.