This is a hard question to answer. I cannot actually remember ever having a compliment while gaming. The best compliment about my games must be that fact that the players keep coming back, and that they are prepared to travel half way across the country and spend good money on renting a house and all that sort of thing just to be able to play.
If I think about that in the cold light of day it is actually very flattering. So that is my answer for today’s question. Sad to say no one has ever said “OMG you are an amazing GM!” although that would be a little embarrassing.
I’ve had some newer players thank me for introducing them to gaming, and one said the adventure felt so real in terms of setting and tension that she felt like she was in a movie or novel (I think her exact words were “that felt like I was part of a novel or a movie” but it was some years back and I don’t recall for certain). Other than that, it’s just been that my games were always in demand, and people were always willing to try a new setting or concept if I was running the game (I shifted my fantasy group to Old West stuff for some time and they enjoyed the hell out of it).
The best compliment was from a long time gamer and “recent” friend of mine. I’ve only known him about 4 years or more, but he started D&D long ago when it came out. After the weekender session I held for the first time, he came up after to ask me about the setting and if it was from books and where the background came from. He said it was fantastic and that game was really fun and well developed. Hearing that from a player new to RM and who is also a long time gamer meant a lot to me.