I too will write a complimentary note now and then.
A few years ago DL gave every frequent flyer 6 post cards that one could give an employee that "went the extra mile" for you. You would write your FF number and a note about what the employee did. CO should try it too.
(I could see it now...employee gets a compliment card then gets in trouble for violating some derivation of the no favors/waivers rule.)
Snake's right however, it's upper management at CO that's causing the bulk of our headaches.