In the spring we switched our electric energy supplier to Viridian and chose 100% renewable energy (they also have a 20% renewable energy option). Viridian is a socially responsible (another worthwhile value) power company that supplies clean energy from local wind power. I found that cheaper is not necessarily better, because this is no longer my only value and consideration when making a purchase. Oh - I do admit that I buy things at Walmart - where else can I get sewing thread, school notebooks, cotton socks, a sink stopper, pens and envelopes, marshmallows for our camping trip all in one place? And at Trader Joe's (lots of inexpensive organics). But then they have certain values attached to them, which I buy into. Walmart (the new Woolworth) offers lots of different utilitarian things in one place (important since I live in the country and have few specialty stores), and Trader Joe's means organics for the masses.
I am conscientious about what I buy and where I buy it: meat from local farmers (or venison from our own fall harvest), produce from food coop, local farm stands, or the farmers' market, organic grocery staples in bulk from the coop, eggs from a friend or a local farmer, clothes for myself and my daughter mostly from local second hand stores, pet supplies from the local pet store for the corn based cat litter (and I make my own cat food), 100% recycled copy paper for the office: from Staples (only place that has it), 100% recycled toilet paper and paper towels from Trader Joe's (lots less than the local supermarket), to name just a few choices that indicate clear values.
Imagine what would happen if 80% of Americans stopped buying GMO corn and soy products? And remember, if you don't buy organic they'll keep spraying the pesticides that are killing the bees, which are our main produce pollinators (!!!). So be aware of what values you fund, or don't fund with your purchases. Cheap is not the only value.
Also see a similar post on voting with your dollars.