One of the things that many companies offer is what is called 360 degrees of feedback. With 360 degrees of feedback, people receive feedback from their leader, their peers, and their direct reports. It is something that is invaluable. It's an opportunity to find out how others view you with regard to a number of things based on pre-determined questions from the company. It's a written report telling you where you need to improve in others' eyes.
Although this is written feedback, it's a specific type of written feedback. For individual feedback, it's best not to put any constructive feedback in writing. Tone and intention don't come across well in written form. Plus, the basic fact is that anything in writing can be kept by the other person forever. If you're writing something positive about someone, copy others, especially that person's boss. Copy the person's peers, others on the team, etc. If it's your direct report, copy your boss. It's parallel to the idea that you give praise in public (team meetings, for example), but give feedback in private (behind closed doors or one-on-one).