Before the presidency of Thomas Jefferson — the third president — the State of the Union address had been delivered orally to Congress by presidents George Washington and John Adams. Ever the contrarian, Jefferson began the custom of having a written report sent to the Congress.
The trend was reversed by Woodrow Wilson in 1913, who thought it proper to personally present the annual message. Today, the State of the Union is always given verbally, amid much fanfare and pageantry, through which what little substance there is, is lost.
The State of the Union is mentioned in Article II, Section 3 of the Constitution, but the wording is vague: "[The president] shall from time to time give to Congress information of the State of the Union and recommend to their Consideration such measures as he shall judge necessary and expedient."
Thus, a verbal address is not constitutionally required, and neither is a yearly report. Jefferson was well within the bounds of constitutionality when he opted for a low-key affair. Of course, it's not like Jefferson would have faced a hostile audience in Congress for a verbal address. For most of Jefferson's eight years as president, his Democratic-Republican Party dominated the mortally wounded Federalists, who, after John Adams, would never regain control of the White House.
Here is an excerpt from Jefferson's first annual address. Modern critics of the size of the bureaucracy will find it especially heartening.
"Among those who are dependent on Executive discretion I have begun the reduction of what was deemed unnecessary. The expenses of diplomatic agency have been considerably diminished. The inspectors of internal revenue who were found to obstruct the accountability of the institution have been discontinued. Several agencies created by Executive authorities, on salaries fixed by that also, have been suppressed, and should suggest the expediency of regulating that power by law, so as to subject its exercises to legislative inspection and sanction.
"Other reformations of the same kind will be pursued with that caution which is requisite in removing useless things, not to injure what is retained. But the great mass of public offices is established by law, and therefore by law alone can be abolished. Should the Legislature think it expedient to pass this roll in review and try all its parts by the test of public utility, they may be assured of every aid and light which Executive information can yield."