Mostly I speak up. I've sent back or pointed out the wine is off (with these screw top wine bottles nobody bothers much about ensuring wine stays fresh so if you are buying by the glass it is often so close to the 'over the hill state you can feel the acceleration) made comments about meals that I thought were unexpected or sent it back if different to what I ordered, and I almost always talk to the barista.
My recent experience at Dukes in Melb was different because he was very busy - I actually paused for a moment to ask what he had made but even in that brief time he had others trying to get his attention and I was an ex-customer (as in finished my drink) so I left him to it.
Most cafe/restaurant/bar owners would MUCH rather you provide feedback than have you leave and never come back. Feedback that is reasonable and civilly presented of course. There's far too many who get all puffed up and angry when it is really just a simple difference or error. Politely pointing it out means your steak doesn't come back spat on etc. (I've worked with kitchens - enough to know you do NOT piss off the chef )