As long as the compliment is genuine, IMO it doesn't really matter.
If I'm out in an under shirt with a pair of raggedy jeans, unshaven with bed hair, her complimenting my style is going to be like "really? REALLY?!" =P
I was out at a club in LA one night and approached this really attractive girl, and she complimented me on the courage of approaching her. It felt nice, but at the same time, it didn't feel very real to me. Or rather it didn't really feel like something I should be proud of myself for doing... Not quite sure how to explain it. I know how hard it is to approach a girl, and that gut-wrenching fear that can take you in the face of an intimidatingly gorgeous girl, but at the same time, I don't really feel like it should be like that, and in the back of my mind I felt a little sad for my male brethren, being complimented for the task of saying hi to a girl.
I dunno, midnight ramblings, sorry =P.