Sorry Kelton, maybe I didn't make this clear in my post: we've been trying to get this to work, exactly as you and others here have described, but as of now it is not working. We have the right code string in the footer file and in the C7 Additional Settings field but the form does not take the user anywhere.
From reading this page for the third time, it seems we are not the only ones having this problem. Further, and I think this is the point about "Thank You page as a feature" -- If the developer doesn't think it is a good idea in the first place, then it is unlikely to get supported, beyond a "workaround" that does not seem to work for some people.
It is clear that takayukister is an awesome programmer and in many ways it is amazing to me that code as cool as Contact 7 is available at no charge, but it is hard to think of a commercial site that doesn't want and need a Thank You page to track metrics (e.g. we are installing a very powerful PPC optimization tool called ClickEquations that works great when there is a Thank You page. No Thank You page means a complex workaround and inflexibility at best.
Regardless, I thank you for responding and letting everyone know what is working for you. It means we may yet be able to figure out how to get it working for us and avoid replacing takayukister's plugin which, in all other respects is the best WordPress form plugin we have found.