Seek out companies that support alternative forms of energy and support them rather than purchasing goods from companies bent on depleting oil reserves. 

This does not mean stop putting gas in your car, it means go to the station that supports the switch to or carries Flux fuel or Bio-Diesel.  (Chevron stations are good in the Rocky Mountain Region)

This action may take some research... Which grocery store in your area has solar panels on the roof? Which concert venue or ski resort uses wind or solar power? (The lights for Keystone's night skiing are powered by wind!)