One very important thing no-one has mentioned up to this point.
Ask yourself: What do they mean when they say to do it again?
This can be a reaction to several scenarios:
A) A line they utter out in surprise/amazement at the conclusion of your effect. They don't really mean literally do that again, but they would like you to keep going with your magic.
B) They really liked the effect, and want to see it again. This is when the above lines would apply. It's just a good humoured way to deflect it and move onto something else. But, it's no biggie, and it's a positive reaction. If however they specifically insist to see this one effect again and again, you could probably do something better. It means one of several things. Your other effects may not be up to scratch. If performing during a routine, your routine might not be planned well enough. You may have done something wrong in introducing the effect. Notice the probably. This is not applicable every occasion, but it is applicable in many occasions. If people really loved your effect and your magic in general, they might want to see that again, but ultimately, they just want to see more magic, so they'd let you have your way. If they really specifically demand the same effect though, that suggests there may be something wrong. It may just be that you performed the one effect that really moved them deeply. If that is the case, congratulations. If it is not, however, it's likely that something made this effect stand out - in the context of a routine, you'd want to look at structure (since a reaction of this type implies a significantly lesser reaction to other effects, which is the problem), or at your other tricks in general, if they are up to scratch.
C) They saw something suspicious. In this case, insistence on you doing the exact same thing again could be a challenge because they think they have an idea of how it was done, or they saw something sneaky, or just because they want to have another look at it to find out the method. You've done something wrong in this case.