'Ask the DM' would make the perfect glamorous 1950's talk show. Brave men and women in the Sunday best answering questions about dungeons, role play and the best way to level characters. Am I the only one who can picture it? I for one would watch, because as a gamer one of the most important things you can do, especially with a long term campaign is ask the DM.
What should you ask? Well, actually I always like it when there is an open dialogue between the DM and the player. How does my character fit in? What are the long term plans with her? How can I start acting towards those plans now? That is just a sample set of questions. Usually, when I get to the 'how do I start working towards my long term plans now' I get the answer, 'Figure it out' with a smile. I still try. It's a little like a kid that keeps asking what they're getting for Christmas in November. :> Even in short term games (2 - 8 games) I find myself asking the DM questions in between sessions and trying to shape my characters.
But the lines of communication should be open throughout the game group. I love it when the table is alive. After the game we can recap what happened, plan for next time, curse the NPCs that need cursing, mourn the ones that need to be mourned, etc. Best of all, when everyone is really working together at the table it cuts down on the changes of the petty misunderstandings that can cause hardship at the table. I have started to learn that even though it is unpleasant at the time, an occasional 'Hey dude, your character is being a jerk ass' can save later bouts of the DM hearing the question 'Can I stab my fellow gamer in the eye with a fork?'
So why not talk to the DM all the time? Well, some people don't find it comfortable. My husband is often our DM, so I find it the comfortable to chat with him about game related issues. My dear friend is also an occasional DM and he solicits my feedback, and gets unsolicited feedback upon occasion as well. With other DMs that have played, it is harder. Sometimes when the game is... well... lets use the word 'chewy', it isn't as easy to tell that DM. You know they put tons of thought and hard work in. Its hard to ask the DM 'How do I play another game without thinking that doing dishes and laundry would be a better use of time?'. In that case, I usually just try to stay positive and say, 'That was ok, but I would love if you could run X'. X is usually something with a module or a world I know well. That way I can make my own fun.
Just remember, communication can help. It can help everyone at the table to have a better time. Remember, the DM is running something because he wants the players to have fun. If he is running because he just wants to tell his own story and the players be damned... RUN BRAVELY AWAY! That will be a fine communication in and of itself.