I don't like being thanked for my service either, weirds me out. Maybe it's the PTSD residing in me, maybe it's because I still don't feel worthy enough to be in the same shoes as those I hero worshipped as a Private, or maybe because I never thought I had earned it enough to be thanked for, anyway that's a me thing.
But if thanked, I always make sure to thank them in return for their support. And some I have had the time to make report with, I have suggested that the best way to thank me, or rather us, is for the next time they see a serviceman in uniform, say hello to them and thank them instead. They are our legacy and need to be shown that the sacrifices made now has a face or two to motivate them to keep doing it even on the hard days.
Edit: I also shy away from discounts in person, however I am guilty of being certified and getting my discounts online, because ammo, parts, and gear to keep me being tarded is expensive. But I refuse to use them or use the sales on Memorial Day. Just NO.