Well, I have never won a contest yet, but years ago, one of my poems was a finalist for the National Library of Poetry and was actually published in their anthology called, An Evolving Secret. I had a shot at winning the $1000 prize, but came short.
And not long ago, as DirtyMartini knows (since I thanked him), I submitted a story to an editor and while the editor told me it was not what he was looking for at the moment, he told me that I was a talented writer and definitely wrote erotically enough to be published. He also told me he was going to keep my contact information for future possibilities.
So, while I have not actually won a contest for my writing, just these two accomplishments mean the world to me and keep me knowing that one day, it's going to pay off!
"So don't cry to me.
If you loved me,
You would be here with me.
Don't lie to me,
Just get your things.
I've made up your mind."
--Evanescence