I generally don't go up to celebrities when I see them, just because I figure they'd appreciate the privacy, but I've had a few times where I was actually with people who knew them or in situations where I couldn't really avoid talking to them.
By far the nicest person I met was Roger Federer. For a guy who's probably the best tennis player of all time, he was super friendly and down to earth, and shocked me with how nice he was.
Through a convoluted series of friendships, I ended up talking to Natalie Portman for a few minutes. She was perfectly nice, though (understandably) not super talkative.
Kevin Garnett apologized to me when he almost ran me over on the street in NY. I didn't even realize it was him until he bumped into me, I just thought it was some super tall guy.
I was at a Vegas hotel where much of the CSI cast was staying, and I kept meeting them in elevators, etc. The only one who was anything other than completely nice was the young guy (Eric Szmanda), who in his defense was, I think, super hungover. George Eads was probably the nicest member we ran in to.