I've gotten the "naked" comment from many children as well. It's pretty funny- apparently shorts are the new naked for this surprisingly pruder generation.
The best thing I ever remember anyone saying to me on a run happened on Christmas Eve or night in the small town I lived in at the time. It was close to midnight and drizzling out; cold but not freezing. Up until the point it is below 30 degrees I usually feel comfortable running in shorts and no shirt, so long as I have my hands and ears covered. So for whatever reason I head out on a midnight run, and pass through the small downtown area on the way. Outside of a bar two guys are standing around smoking cigarettes, probably drunk as well. As I approach, one says "hey, here comes Rambo!". The other starts singing the Rocky theme song. This was pleasant and amusing. But the best part happened after I passed. One said something to the other, not meaning for me to hear: "that mother f$#ker's on crack-cocaine!". I really enjoyed that. It was only through luck being in the right spot that the sound bounced off the wall just right so I could here it, because it wasn't said loud. I'll never forget that.