I don't "boycott" any companies, per se, but I do have companies that I have some big problems with, and I like to buy from other companies if at all possible. It's not that I think these companies are going to change because I'm not supporting them but rather that I'd rather give my money to companies that don't do the things these companies do. It's only two companies, but they're big ones. One is Wal-Mart, and the other I'd rather not say.
I try to be morally responsible with my shopping as much as I can without driving myself crazy. For example, if I want a Christian book, I buy it from a Christian bookstore rather than Barnes & Noble or
Amazon because I want the Christian bookstores to stay in business. When I want organic food, I buy it from the health food store rather than my regular grocery store because I'd hate to see my favorite health food store go out of business.