Don't give up -- Complain!
Your burger looks like someone slammed it in a car door, the airline set fire to your luggage, and the sofa you ordered is on its way to Zimbabwe. Bad service is everywhere, and most of us feel powerless to do anything about it. So what do you do when you're the poor sucker getting screwed?
Keep your cool
Blowing your top may feel good for a second or two, but it limits your effectiveness. If your goal is to get someone off your foot, then by all means, yell your fool head off. However, if you expect some minimum wage kid to help you find the dining room set you ordered two months ago that never arrived, you're going to need more than a big mouth to get results. Surprised? You shouldn't be.
Plan your attack
Picking up the phone too soon or stalking into the nearest store unprepared is even worse than losing your cool. If you start making accusations or demands without knowing all the details, you'll either come across as a lunatic or you'll make a bad situation even worse -- creating more problems than the ones you were trying to solve.
Take some time and determine exactly the best way to explain your particular situation and find the best person to talk to about your problem. This will save you much heartache later.
Know what you want
Being clear about the solution you would like to see from this problem is extremely imperative. If you go through the trouble to lodge a formal complaint and then stand there with your mouth open when you're asked what exactly you want will leave you less satisfied than before complaining.
If the airline lost your carry-on, don't demand 16 first class tickets to the Bahamas as compensation. It is unrealistic and only paints you as an opportunist versus the innocent victim of bad service that you are.
Make sure to be reasonable. If you were promised something by the store that they somehow failed to deliver, you can state clearly that you expect they make it up to you by providing a similarly priced item or some additional service in return for your understanding and patience with them.
Write everything down
It's all in the details. Details matter -- names and dates, especially. Go out of your way to record each and every event of note as it happened and who it involved. Doing this ensures you come off as prepared and serious about your issue. This in turn makes both you and your problem extremely hard to ignore. Do your best to make your case so bulletproof that even Judge Judy would find in your favor.