I've met a handful of musicians and most of the time its "Thanks!" and take a picture and sign something. I think Josh Homme was the nicest. We ended up stranded in the rain after their show [I think back in 05? I was still in HS and didn't drive] and he came out on his way to the bus and sat with us for a couple minutes. He signed my poster, as did the rest of the band, and he shot the shit with us about the tour and new album, it was so cool. I still have that signed poster up in my room and it was cool to see it at the 930 World Fair!
I think Brian [I think? Drummer from Yeah Yeah Yeahs] was one of the nicest musicians I met. We waited after the show to meet Karen O and the whole band came out and took pictures and chatted with us. Asked us how we enjoyed the show and thanked us and stuff. It was super great.