The way I see it, if you don't complain, how will Disney know that anything is amiss?
I have complained in the past, by email and snail mail. The snail mail letter got results that the emails didn't. Having said that, I also complained about a CM getting the Annual Pass sponsorship rules wrong, causing one of my friends to have to shell out 10% more than she should have when buying her APs. That complaint, I made by email, and I did get a satisfactory and speedy result to that by email.
Complain if you feel your complaint is justified, just as you would with any other establishment.