When building any sort of plot or mystery into a scenario there comes a point where you have to reward the players. Its all very well dragging people through the chompers but in order to keep engagement there must be a point to life. A challenge in and of itself is fair enough but its really only a value to to a Monk philosopher or perhaps a Warrior seeking to challenging himself but on a more day to day basis the rest of us have expectations and attachments to stuff we can use to buy other stuff.
This is also true of a role playing party and despite some of my monsters not quite getting the best of everyone, credit where credit is due and some of the party decisions have resulted in successful outcomes. So with regard to the D&D I did have the irony of delivering them a couple of large chests filled with gold as well as several critical papers regarding mission intelligence. The irony of huge amounts of gold is that there is only so far you can stuff your pockets before your trousers fall down and this is particularly tru eof the Monk who seems to be only wearing a thong. Still, it wont stop them from trying.
Historically, I have tried to hand out rewards more in keeping with the characters themselves - I recall that after a particularly long and arduous adventure I rewarded a high level Paladin with the opportunity to move a mountain into the sea at the request of her God. This did not go down very well at all and whilst I can understand someone being a bit pissed off at the lack of treasure, from the characters perspective, a Paladin should really be over whelmed with joy at a the chance to server their deity directly. It was a test of faith of course and there would have been a huge reward for simply accepting the challenge but sadly the player got angry and the character turned away from their order.
So these days I err down the gift certificate route but as always to keep things interesting, always be careful of getting what you ask for.