It's a far more powerful way to change things than casting a vote on election day and hoping the politician keeps his/her promises.
You can either strengthen or weaken corporations or small businesses, who ultimately have much more power to change the direction of the world by determining where you will spend your money.
Give the farmers more power by buying local produce directly from them. Give companies who support what you believe more power by buying from them, and stay away from the companies you despise. If enough of us do this, we will see a quick shift.