Mr. Q. Try a common sense approach (though I do admit that common sense and security are uneasy bed-persons) and work through your options with care and, preferably, witnesses:
1. If the security breech that you observe is manifest and you believe that your personal security is really at risk, go for the security supervisor. If you do, decide beforehand if this is serious enough for you to decide you don't want to travel.
2. If the breech does not give rise to such a "clear and present danger" try to dump it on somebody else (but always get their name). Suitable people are provided by the airline that you are traveling with. "Pointing out a possible problem with local procedures" might generate less problems for you than "there has been a breech of security".
3. Alternatively, as has been pointed out, make a considered (i.e. non-hysterical) report to the airline and security people after you get home.
4. Always remember that what you see as a security breech may not be one in actual fact (or accepted to be one) and that security people invariably have a lot of power as well as the ability to make your life a misery without - broadly speaking - being answerable to anyone. Proceed with care depending upon where you are. If they decide you are a problem person, they can make life very difficult.