Very true.
I guess I didn't too bad either with mine. One day we were at Outback eating dinner, and one of my boys just stood up and walked away. I didn't pay much attention since I thought he was going to the restroom. Later on, an elderly woman walked over to our table and put her hand on my shoulder. She squeezed my shoulder and said "You sure have raised a fine young gentleman." I said "Yes. I think so." She then pointed to a table where her family was sitting with what turned out to be her husband having his 90th birthday. He was wearing a WWII Veteran hat and my son, unknown to me, had walked over, wished him happy birthday and thanked him for his service. The lady said it made her husband cry, since it was the first time anyone outside the family had ever said that to him.
When you see a veteran, thank them. That's what I've taught my sons. And that's what I try to do myself as well.
Next time you see veteran, walk over, thank them for their service and just respectfully walk away without waiting for them to say anything in return. If they're like me, it will catch them off guard, since we don't really expect or require it, so don't put them in a position to have to say something back. Just be thankful to them, and that's enough. They'll feel it inside more than you can imagine.