Frederick Van Johnson, friend and former USAF combat photographer, has a great, short video sharing how to say thanks to a veteran. So, if you do not know any veterans or are nervous to approach one, this is a great, simple way to do so.
I try to do the same thing when I see active duty military, particularly when in airports, as I assume they are headed to or coming back from a deployment and that might be when they need to hear it the most.