If the situation is significant enough and we are requesting specific action (not charge for an item, change our table at a restaurant, change our room at a resort, etc.) we raise the issue right away and on the spot. We had an issue at a resort once - the CM checking us in was extremely rude while downgrading our room category and insisting that's what we booked in the first place. When we showed our confirmation, he said, "OK, well, you've still been downgraded." We asked for either the room we reserved or a higher (not lower) category room, or to check availability in a similar category at a similar resort. The CM refused and was so rude about it that we asked to speak to a supervisor. Because we proposed a specific remedy that would impact the trip, it was worth it to take action on the spot. (And it turned out better than we could have expected.)
On the other hand, if we are annoyed or angry but not going to request a specific remedy, then we'd let it go for the rest of the trip. (Most rude CMs usually fall into that category for us.) If we are still upset when we return home, we might send a note to guest communications to create a record in the file or for training purposes, but with no expectation of response or remedy.
I'm not unsettled by the act of complaining, but I am unsettled by the process of waiting to see whether Disney or some other resort/restaurant/etc. is going to satisfactorily resolve the issue. That's why we typically only raise the issue if we're requesting specific action to resolve.
