About a year ago, in the beginning of April last year, I was in one of the most important gaming lectures I've ever been in (a lecture by מיכאל אלבוים Michael Elboym). It was, as the headline of that particular lecture implied, about improvisation in RPGs.
One of the most important lessons I received from this eye-opening lecture was from the example the lecturer opened with: the characters were at the end of the dungeon, ready to face the dark and evil sorcerer, and one of the players suddenly said out of the blue: "To hell with that, let's go back town and open a pizzeria!" Unlike every normal GM, he went on with it. An idea, you see, came into his mind, and when a few minutes passed and they opened the pizzeria, a new pizzeria was being opened, by the infamous dark and evil sorcerer, a pizzeria which competed with the PCs for the same customers.
This story became one of those lessons that I came back to, every time I was stuck or surprised by the players. I learned to almost never say no, and to always find another way to get out of a halt like the one that was supposed to happen from the pizzeria story. More importantly than that, though, I didn't break the game, called the players out or anything similar.
There was another lesson, though, that I learned from this example: No matter what I want to say or what I feel about my players (at particular times, of course...), I should always look at them and say to myself "how lucky I am", because after all, They're surely way better than the players of that pizzeria example.