After working in various hotels and at Disney World, I've adopted this philosophy:

Complain Locally; Compliment Globally

Complaints: If you have a problem, start by telling the hotel. Generally speaking, the hotel can resolve problems quicker. Plus, if you feel as though the hotel hasn't fixed the issue, you have the ability to escalate the issue to the corporate level.

Compliments: Although it may take a few days, I guarantee that all compliments made at the corporate/chain level will make it back to the hotel. The compliment will get attached to the hotel and used for internal evaluations done by the chain. Additionally, the compliment will be added to the personnel file of any named employee.

In one hotel in which I worked, one of our PBX Operators was named Employee-of-the-Year for the entire chain (400+ hotels). One of the reasons he won was due to several compliments he'd received at the Corporate Office. He ended up with a 7-night trip to Aruba, including flights, meals, and a hotel suite.