Is there a good sol gel method for carbon nanotube thin film deposition?
I think it may depend on what you mean by "effectively." I imagine that it would be difficult to get a thin film of oriented CNTs using a sol-gel method, since the gel would necessarily have randomly oriented tubes. 

The other potential issue is making the sol-gel in the first place. Unless they are functionalized, carbon nanotubes won't gel in hydrophilic solvents. It might be possible to create gels in hydrophobic solvents, but a quick search didn't turn anything like that up.

This link has a brief description of a typical process - you can see that the idea is to make the sol-gel with something that will gel in aqueous solution first (silica, for example), and then add the nanotubes.

So, if you want pure CNT thin films, that would probably be a lot more difficult.