I have often written letters of complaint, and most have been met with coupons or other forms of reimbursement. Just Wednesday, we sent out for lunch, and the order was terribly messed up - today, the manager brought us a gift certificate, along with a goodie basket of muffins!
On the other hand, when I order something on the telephone and have a very cooperative catalog representative, I'll ask them to put me through to their manager, so I can tell the manager how nice ___ was. I feel that, if I want to maintain the ability to complain, I should also compliment a company when I can!