The process for making a complaint will vary according to the particular product.
In general, you should first approach the company that you want to make the complaint about. If they are a company covered by regulation or a voluntary code, they will have formal procedures in place, which they are obliged to inform you of and to help you through the process.
If you don't reach a satisfactory conclusion in this way, then there are a variety of bodies designed to mediate between the consumer and the company, depending on the type of company or product. A comprehensive list can be found at the end of this section.