If your problem can be resolved at the store level or via telephone, by all means, take this route. If your problems can not be resolved via telephone or at the store, you can't seem to get a return phone call or e-mail, you have a significant amount of money invested, then it's time to write. Writing a letter allows you to organize your thoughts and get your point across without interruption. It also provides tangible proof of your existence and your related problems. Many a person has claimed not to have received a phone message.
People are more likely to respond to a letter.
Once you've determined that a letter is your best means of getting a resolution, you must decide to whom you should write. Sending a letter to the rude store clerk or the person that refused you a refund will do little good. They certainly don't stand to get a raise or promotion by showing a letter of discontent to their boss. However, the President of the company, Regional Manager or the Owner has a vested interest in the company and is therefore more interested in retaining and satisfying customers. The person whose hands the letter ends up in might decide that it doesn't concern them.