What a great thread. Like cciele, I am most frequently complimented on my shoes (which are never heels), or, when I was in more of an accessorizing-phase, my rings. My all time favorite, though, was when a little girl, maybe six years old, whispered to me, "I like your shoes." I gave her a big smile and thanks and told her I liked her (sparkly) tights. She was too shy to reply, but I hope it's the sort of interaction she gets to repeat many times over the years.
Peri, if I may, my perspective is that compliments on items are compliments to my taste, so in that sense they really are compliments on me--my brain, my aesthetic, how I spend my time and money,etc. Just another way to look at it.