Quite aside from the fact that companies are never going to improve their products and services if you let them get away with shoddy behaviour, there's a much more selfish reason to complain: you'll likely score a few free samples.
Blogger Jeb outlines several local instances of where his complaining has resulted not just in the original problem being resolved, but an offer of free goods as restitution. This one's particularly appealing:
During a recent carbohydrates binge, Adam and I bought some Mrs. Mac’s pies only to discover they’d completely disintegrated in the packaging (think Mark Holden’s face with too much plastic surgery and you get an idea of the appearance). I took a quick photo and emailed it off to the manufacturer. Shortly afterwards, they phoned me wanting to deliver an entire box of replacement pies as an apology. Laughing, I had to decline, but how could I continue to be irked about the original problem?
Hit the post (which has a couple of almost-NSFW phrases) for more examples. As ever, maintaining a civil tone is likely to get you further than screaming down the phone like a deranged shock jock. If you've got your own neat example of a company offering up goodies after a complaint, share it in the comments.