TL;DR: "Voting with your wallet" in capitalism doesn't work because those with a bigger wallet get more votes.
And policing the consumption behavior of others is just shouting to people how they should ineffectually vote with their wallets.
A little more: Some peoples' wallets are so restricted that their capitalist "ballots" are also restricted, consumption-wise. Please bear this in mind.
If you want to affect *real* change for the better in this corrupt world, go after the system. Hold corporations accountable for the consumer goods they create, how they do it, and support plans to downsize them and democratize and unionize their workplaces.