I don't think my parents ever complained about any of the games I played. By the time games got to point where they were bad like Mortal Kombat, I was already old enough to know about that stuff. I wasn't 17, somewhere in middle school so I had seen blood before.
The only thing I remember them getting freaked out about was actually South Park. Even though I was 16+ when it happened, I remember when they found out I had bought a South Park video they flipped the fuck out. It was almost as bad as when they found out my sister played D&D (and boy was it awkward when they saw my D&D experience on my resume years later).
-edit-
Oh!
I do remember right after the Wii came out I had brought it home over my winter break to show off. I hooked it up to the family room TV and after everyone had gone to bed I started playing Zelda. I turned the TV down but I didn't turn the Wiimote down so the sound coming out of it was still pretty loud. I remember my parents yelling at my from their room (right next to the room I was in) to turn it down. Does that count as complaining?