I get two kinds of compliments from men I work with: direct ones, like Gillian describes, from older men. They are inevitably courteous, charming and direct, and I am always happy to get those compliments.
Less frequently, I get via-the-grapevine compliments: I will find out from my BF or from a female friend that a guy that almost never has anything to say to me, really really loves what I am wearing. I'm always tickled by this, because it's inevitably from a guy that I figured didn't have any interest in me at all, or finds me annoying (I can be really chirpy/happy/Muppetty, especially by the third cup of coffee).
I think Jewell hit the nail on the head about guys worrying that they will sound too flirtatious or inappropriate.