I understand what you are saying, wonderboy...I don't know about other people, but I had a lot of incidents and I KNOW most of them (99%) are just my fan-delusion/fantasy...sad to say. But it sure is fun thinking "maaaaaaaaaybe he/she was looking at me."

(wow...I sound so pathetic)
As far as I know that it might be just in my head, I think it is OK to enjoy it. It is not like I am turning into a stalker or anything :)
And, of course, some of them are real (like some people said on the board, they got the "confirmation" from the performers). Lucky for them and I think that is a great gesture from the performers as long as that does not disturbed the show.
...When I think again, I only have 3 "real" incidents with some kind of "confirmations", among 1000. lol