When complaining makes the most sense — in a store, a commercial transaction or a bureaucracy — is a very practical question. But it can be illuminated by applying microeconomic reasoning.
Bureaucracies are the least responsive to complaints. If you are in your local DMV office to get your driver’s license renewed, complaining will probably make things worse. In many bureaucracies, the scarce input is time and attention. Within the constraints of the service process bureaucracies have created (which admittedly may be inefficient), dealing with complaints promptly, or even doing a favor, just isn’t that easy.