I give a nice Thank You. I will often ask them for their last name, explaining that I want to write a letter.
When I write, I specifically ask that the letter be placed in their personnel file so that it might help them during their evaluations.
An excellent FA on CO recognized me several months after I'd asked for her name and written a letter. Needless to say, the service remained excellent. Truly not my intention, but a nice benefit!
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"I will not be pushed, filed, stamped, indexed, briefed, debriefed or numbered. My life is my own."