Is the advice unsolicited? I mean, if I told my friend "You have such great skin!" and she immediately started telling me every step of her regimen, and especially if she pointed out flaws in my skin and telling me how to fix them, I'd be taken a little aback. Even if I thought it was good advice, I'd be taken aback. I just meant to admire something beautiful and to pay her a compliment, not to receive a lesson. They may be trying to bean dip you. On the other hand, if they actually ask you how you do it and you tell them, then it's annoying if they don't want to hear it. So I guess it depends on whether they're actually asking you a question or whether they just told you your skin is nice.
No, if it's just "You have such nice skin!", I say "Thank you!". More than half the time, though, the conversation then goes this way:
Them: I wish I had such nice skin, but I guess you have to be born that way.
Me: Oh, no, I used to have terrible skin.
Them: I don't believe that at all - your complexion is so nice, it's got to be good genes (or some variation of that)
Me: No, I had such bad skin that I had to learn how to take care of it - I started using natural soap and gentle exfoliation and a honey/cream mask for my dry skin.
Them: No way, your skin is so nice. I can't believe you had bad acne. I'll just never have a nice complexion.
Me: *inward sigh*
A few people who compliment me, then asked me about how I keep my skin so nice got answers and were very thankful, but most who compliment follow up with something about good skin genes, which I don't have, and don't want to hear that it required any effort on my part to have nice skin. I guess it's like the people who see someone who is very fit and sigh about how they wish they could look like that, until they hear that the fit person goes to the gym every day and eats healthy most of the time. Then suddenly it's not so interesting.