How should I order an espresso to get a less sour shot? I often find that standard espresso shots at many high-end coffeeshops to be more sour than I prefer. I tend to order straight espresso, or Americanos with only a little water, or maybe a macchiatto, so there's not much fat to cut the tartness. What should I say to get a less acidic shot?
Here's a few thoughts based on what causes sourness/acidity in coffee and ways to temper it.

Order an espresso lungo. Sourness (acidity) is characteristic of the "stuff" that is extracted relatively early in the brewing process. In other brewing methods that take longer to perform (e.g., coffee press, drip, or pour-over) this can be balanced by the more bitter notes that take somewhat longer to fully extract. For this reason, you might get a result that is more appealing to you by ordering an espresso that takes longer to pull, i.e., espresso lungo. Not everyone behind every coffee counter will be immediately familiar with this, but at good cafes with good machines an espresso lungo should be no problem.

Try a darker roast. Darker roast coffees tend to be less acidic than lighter roasts, at the expense of losing more of the varietal/regional notes. Many cafes have really only one bean/roast that they use for every espresso (often because of the practical considerations of having several grinder hoppers full of beans), but if you have an option, try a darker-roasted bean.

Try beans from a different region. To my taste, Indonesian coffees tend to have less pronounced acidic notes than African or American coffees. Again, if multiple coffees are available for espresso, pick a coffee that you like (or find less sour) for any other preparation.

Pick beans further off of the roast. This is really only for completeness, but beans that were very freshly/recently roasted (i.e., less than a few days) can have accentuated acidity because some undesirable volatiles haven't yet had a chance to leach out. This is more toward what @daniel noted; this is the kind of thing you shouldn't need to be concerned about at a cafe -- they should!

A cafe affiliated with a local roaster (or any specialty cafe) should be able to tell you lots of things about the coffee when asked, such as region, varietal, roast level, and roast date. Here's a Serious Eats article about "problems" and related solutions that touch on some of the things I talked about above. Here's another link from Coffee Cuppers about regional and roast considerations in general.