I used to never get complements on what I was wearing, so I never gave them, since it just seemed like a weird thing to do. I tend to love it when someone complements me, though, and I started giving complements as well.
I only occasionally have the nerve to say anything to total strangers, but I've started making more comments to friends and acquaintances, with great results. At each of the last two weddings I've been to I've commented on the dresses that acquaintances were wearing, and was immediately taken into a conversation about where they got the dresses, how long ago, how much they love them, etc.
The only uncomfortable part of the whole complementing business for me is that sometimes when someone complements me, I feel like I have to say something nice about what they're wearing in return, and that often feels fake (like I didn't think to comment about it until they complemented me). I guess I should just be better about saying thanks without feeling that pressure!