When ordering from third-party food delivery services in our area, we definitely request compensation when the food delivery doesn't go as promised (it is, after all, the entire thing they're charging us for!). There is little competition in our market for it, so it's either a couple of mediocre services that provide from lots of very good restaurants, or a few decent places that delivery themselves. With so few good choices, it's tough to just swear off of 'em altogether.

For the restaurants that deliver, either we don't order from 'em again, or, if they mis-deliver and it's something we really want, we ask them to re-deliver the right stuff.

And if it's an in-person restaurant, it'd have to be really bad to ask for compensation - like damaging our clothing or property or something. Otherwise, we talk with our wallet.