How do you handle Complaints?

People will complain about anything. ANYthing!! Our local jazz festival had a complaint that, during one of the free shows in the afternoon, "children were dancing".

I suggest you respond respectfully (unless your band is in my market; in that case go with the "GFY" recommendations ;) ). A sincere apology can go a long way when dealing with customer complaints, and 'I'm sorry you feel that way' should be true for any pro receiving a customer complaint.
 
Funny volume complaint story:
While playing an upscale wedding in Inverness Ca. Yrs ago we were playing our first set out side in a large clearing. The youngish bride and groom were partying and really enjoying the set dancing with the whole wedding party. We were on a stage near the top of a small hill looking downhill.
I spied at the far corner of the clearing at the bottom of the hill about an eighth of a mile away a MONK, fully robed striding in our direction. I pointed it out to the BL and said "$100 says it's a volume complaint". The Monk goes straight to the bride, says something in her ear then walks away.
The Bride then comes to us and says, "that Monk just said you guys are too loud and disturbing the Monastary Monks meditations who have taken a vow of silence", with a laugh. The BL says, do you want us to turn it down? She says in a loud voice "hell no, f*+# them, crank it up, its my wedding day and we'll party as loud as we want!
We laughed so hard we nearly fell of the bandstand. A fun day was had by all, except, presumably the Monks.
Monks don't Rock! That is great!
 
Now that I'm more mature, scratch that, older, playing in more mature places I try to be very cognizant of the volume tolerances in the places we play. Also, playing to audiences that expect more moderate tempos as to not break a hip or something. So, if I field a complaint civility rules and if possible we try to adjust.

However, wasn't always so.

One of my really fun bands back in the early 80's made a rep playing loud, raucous, sometimes overtly sexist R&R. We kept a pink object, bout 10 inches long, with a dangling electrical cord, on a mike stand on stage. When ever someone wanted to complain or wanted to join us onstage we would point and say, "Use that mike."
 
Funny volume complaint story:
While playing an upscale wedding in Inverness Ca. Yrs ago we were playing our first set out side in a large clearing. The youngish bride and groom were partying and really enjoying the set dancing with the whole wedding party. We were on a stage near the top of a small hill looking downhill.
I spied at the far corner of the clearing at the bottom of the hill about an eighth of a mile away a MONK, fully robed striding in our direction. I pointed it out to the BL and said "$100 says it's a volume complaint". The Monk goes straight to the bride, says something in her ear then walks away.
The Bride then comes to us and says, "that Monk just said you guys are too loud and disturbing the Monastary Monks meditations who have taken a vow of silence", with a laugh. The BL says, do you want us to turn it down? She says in a loud voice "hell no, f*+# them, crank it up, its my wedding day and we'll party as loud as we want!
We laughed so hard we nearly fell of the bandstand. A fun day was had by all, except, presumably the Monks.
Okay, 2 questions...

If the monks took a vow of silence, how did they tell the head monk they were having a hard time meditating? How did he tell the bride?
 
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The volume is TFL when the guy behind the bar says he can't hear the drink orders. We turn it down right now. Young substitute drummers - it hasn't turned out well.
 
The volume is TFL when the guy behind the bar says he can't hear the drink orders. We turn it down right now. Young substitute drummers - it hasn't turned out well.
I agree with this, but would say that there is a difference between the establishment that hired you asking you to turn down and a single patron telling you that you're too loud. The management is always right, even when they are wrong.