I usually just say "Thanks" or "Oh, that's nice" or something like that. Because, usually, it does seem like it basically amounts to someone trying to be nice.
In fact, I can't actually recall an instance where it felt like anything else.
If I exert myself, I can imagine -- barely -- a case where it might seem like something else. Where it might seem like someone is saying, "I'm going to ask my imaginary friend to smite you, you Godless sinner!!!" But you know what? That wouldn't bother me either, because the imaginary friend in question is, you know... imaginary. And therefore entirely unable to do my any harm. If someone says to me, "You're going to Hell, you Commie faggott, and I'm going to write to my Tea Party Congressman about you and you're kind," that would bother me. Not the part about Hell, because Hell is imaginary, but the part about the Tea Party, because, unfortunately, it is not. And them saying "you're" instead of "your" would bother me too.
I've seen believers say all sorts of hateful things to atheists, and sometimes they do more than just talk -- but "I'll pray for you" just doesn't seem to fit in with the hate. I've heard atheists talk about the phrase "I'll pray for you" being "spat at them" at the end of long and acrimonious debates. But even then, I'm not sure that it's hateful. It could well be the opposite: maybe it's the believer reminding him- or herself that the atheist who has been annoying him or her all day is, in his or her worldview, another one of God's creatures, whom God loves because God loves everybody, and who should be prayed for because everybody should be prayed for.
I don't get into long acrimonious debates with believers about religion. I just don't see the point. I have never seen or heard about a single believer being convinced of the atheist viewpoint over the course of a long and nasty argument with an atheist. I have at least one major viewpoint about religion in common with atheists, and so I sometime debate religious topics with them because I feel that there's a chance that the discussion might actually accomplish something. I or the other atheist might actually learn something. But I don't do a lot of that either, because the minds against which I'm debating don't seem all that much more open, usually. Instead, I come here to this blog and complain. I don't know whether this blog ever changes anybody's mind either, but venting makes me feel good, and people who already agree with everything I'm going to say can come to this blog and read it and feel validated.
But mainly, when I complain about other atheists on this blog or elsewhere, I'm just trying to make it clear that I do not share some position which seems to be popular among atheists. I'm just saying: I'm not with those bozos. When the most popular atheists in the world are Dawkins, Harris, Hitch & co, I've got a lot of that sort of complaining to do. 100 years ago, just imagine: the world's most prominent atheists were people like Twain, Russell, Nietzsche and Marx. That was sweet.
So, not expecting to change a single person's mind when I say this: I think that atheists who complain about people saying "I'll pray for you" are pathetic. If someone praying for you is your idea of a problem, or of being oppressed: congratulations, you ungrateful fragile flower, you have no real problems and no-one is oppressing you.
If an atheist responds to my saying that with asking me why I don't go do charity work like they do, and more than one has responded that way, then I call bullshit. Anybody even faintly familiar with charity work knows that it's mostly done by the very kind of kind-hearted religious believers who often say things like "I'll pray for you" out of no other motive than the goodness of their great big hearts. Bullshit, you don't do charity work, you have no idea what charity work is like. Liar, liar, spoiled brat atheist pants on fire!
When I say these kinds of things, the atheists who complain about people saying "I'll pray for you" say that I'm offending them. No surprise at all there: they're obviously very, very easily offended.
I've done some googling on this issue, and I'm happy to be able to say that it looks as if most atheists -- even most New Atheists for once -- feel very much the same about it as I do. Once again, it seems that -- and boy do I hope I'm right about this one -- as so often, a few nitwits have made a lot of noise about what is basically a non-issue, and made it seem as if their numbers are larger than they are, and that they speak for more people than they do.