I don't think it's rude but i do like to reciprocate. It's just sort of polite to acknowledge the thought.
A few years ago I bought this nifty little book, a bit like an address book, where you could write the name and address of the person you sent a card to. Next to that there were columns for the years, so you could tick off whether you received or sent a card under the appropriate year.
Now, that may sound a bit anal to some and I agree its going down that path but it was super useful the following year because there were all the addresses and I could see who had sent me cards and who I had sent them to.
Anyone feel like making up a spreadsheet like this?