Also, apply to a few schools that you think you might not have a good chance to get into. Ask if they have sent the letters and if they haven't, ask if there is anything you can do to help. This will serve as a reminder to them. If you can't find them around, writing a note to them will be effective, too. Try to control your anxiety and don't over-do it, however.
Nobody likes a nag.
This information will be of value when you are trying to decide whether to accept the first offer you get or wait for an offer from a more desirable school. If you are waiting, remember that most places have a list of alternates. The longer you delay in making your decision, the greater the difficulty of notifying alternates of positions available. Because you may be on an alternate list yourself, it should be easy to see the problem. Rank your selections ahead of time and engage in some cognitive rehearsal about what you will do in case strange combinations of offers arrive.