The first thing to do is contact your supplier and explain exactly why you are unhappy. They cannot do anything unless they know that there is a problem, and you may find yourself pleasantly surprised with their response. Having your recent bills to hand will help as you will be able to give dates and reference numbers, making your complaint easier to trace and follow up. It is worth making a note of the time and date of your call, as well as who you spoke to, as energy companies can lose complaints amongst their millions of customers. The energy companies are now obligated to have a standard complaints process, and can be fined if this is not followed, so your notes from the call could really help.
Make it clear from the outset that you are making a complaint, so that the representative knows to follow the supplier's internal complaints resolutions procedure.
You can ask to escalate the issue at any point during the call if you feel that your conversation is not going anywhere, and that the representative is not helping to resolve the issue. In practice this means that you should be transferred to a supervisor with more decision-making power. If at the end you still feel that this is not producing the result you deserve, you should inform the supplier representative that you will put the complaint in writing, and ask for the correct address. Ask the representative to make a note in your account that you do not consider the dispute resolved.
Depending on how serious your complaint is, you may want to put your complaint in a letter and send this letter by registered post (as opposed to email). Be explicit in what you write, add all the relevant details, and make sure you put in your customer reference so your energy supplier can identify you and your complaint.