"I don't want to be on the list, I want to pay to get in and support the show."
Just kidding! Actually, the best compliment is always a straightforward expression of appreciation--"I loved your number" or "I was really moved by your number." And of course my favorite compliment in the world is, "Watching you made me want to do burlesque too!"
Occasionally people accidentally insult me or one of my friends when they are complimenting; they'll say, "That was so much better than that skanky pole dancing" (I love to watch pole dancing), or some compliment about liking my number better than a number someone else did. Any comparison should be left out, it's just not necessary! Just say what you like.
I performed a burlesque fan dance number at the 2009 Pole Dancing Championship, after which Carmit Bachar of the Pussycat Dolls came up to me and said how lovely my number was. The pole dancer and the fan dancer should be friends!