Why did nobody complain about Gilderoy Lockhart's lessons?

They probably did.

Lockhart was clearly known to be a pretentious poser by the staff as well as the students: recall Snape's dismissive attitude at the Duelling Club, and most memorably towards the end when the rest of the staff told off Lockhart to 'go and deal with the basilisk, then' just to get him out of their hair while they dealt with the situation seriously.

But what could they do? He had the job of DADA teacher and couldn't be sacked unless they found a replacement. And finding DADA teachers was a very difficult task at the time (and indeed throughout the series), due to widespread rumours about the curse on the job. Dumbledore, as a great and knowledgeable wizard, may well have guessed that Lockhart was a fraud already, or at least that he'd be a rubbish teacher. But clearly he was the best the Headmaster had been able to find for the job that year.

And given that he couldn't be sacked, what other form of action could be taken against him? The other staff would have no influence on his teaching. The Headmaster might, but Lockhart is clearly far too 'up himself' to heed a request for him to pull his socks up and teach the students Defence Against the Dark Arts in a serious manner. I mean, how would it go?

McGonagall: Gilderoy, I've been hearing complaints from some of my students about your teaching.

Lockhart: Ah, nonsense - it's all in good fun, I can assure you. They all love me really, and my lessons are very instructive. I mean, I didn't defeat the Banshee of Blitheringidiot by not knowing my Defence Against the Dark Arts back to front, did I? [dazzling grin]

Dumbledore: I hired you to teach my students Defence Against the Dark Arts, not to induct them into your fan club!

Lockhart: But my dear fellow, they're all so eager to hear all about me! I do try to keep the topic firmly to the syllabus you provided, but I've never had such a keen group of fans. They're positively begging for my autograph. It's all I can do to teach them anything at all!