Obviously, this was just a little rant and in no means a ponderous diatribe. But Tatiana left out one important factor in determining how best to respond to a compliment: who's giving it.
If it's just a friend, I usually make a self-deprecating remark, or else say "Thanks, it's new" and then immediately bring up my new zit or the bags under my eyes. If it's a relative, I smile sheepishly and return the compliment. But when a guy does it--like, a guy who I'm interested in, or who is interested in me--well, then it's complicated.
Actually, if I've been drinking heavily then I just ignore whatever he said and continue singing Madonna to myself, or whatever the hell I do when I'm drunk. Other times, I do the relative thing. (Delivered with a longing gaze, "You're not so bad yourself" is my favorite return line.) If he gives me a compliment right after we've hooked up, I silence him and kiss him some more, which sounds really whorish but really isn't (I hope.) But I never feel satisfied with my responses, and always mentally revise them the next day.
The compliment is a verbal anomaly in a cynical, pessimistic city like New York. Maybe it's the nature of the statement that freaks me out--or the fact that someone has paid enough attention to me to notice--but it's the ease with which it is given that puzzles me the most. It's such a bridge between strangers, a remark that needs no introduction, theoretically possible at any time. It is very typical of me to worry about the motivation behind the compliment instead of accepting it graciously and taking silent pride.