Honestly, I would be down on private messaging. I don't mind the shout-out in the chat room, and someone has used that with me once, but...
I'll count the ways.
- I was on the Internet back in the days when having a female username was considered license to send skeevy private messages, and/or "You're not really a woman! You're a fat middle-aged man in his underwear!" I like to think that Server Fault attacts a higher quality of user, but the aversion stands.
- I've already been badgered by a user once in the nine months I've been here. I'd prefer that stack exchange not implement new ways for people to badger me. (Deleted TL;DR example, heh.)
As to the chat shout-outs, well. If you're willing to go into the Comms room and say it in front of a whole bunch of other users and the mods, it's probably okay. (Or, if it's not, everyone's seen you be skeevy/badger me, so there you are.)