Gauge your own comfort level in these situations, and always consider personal safety when choosing to speak up in public.
Allies can be vital in such settings, as can understanding the price of silence. If you don't speak up to that store clerk, that flight attendant or that security guard, who else will?
When two — or three or four or more — people come together, as strangers, to speak in concert against everyday bigotry, pressure for change emerges.
Whether the encounter is with a waiter, a police officer or a cab driver, consider two things: power and policy. Who holds power over the offending person? And are there policies in place that might support your campaign? If so, be vigilant about moving your complaint through proper channels. If not, ask why such polices don't exist — and keep asking, all the way up the ladder.