Socially Aware Investing
This came up in the discussion below. Here is a list of socially conscious mutual funds. Following a link to any of them provides some insight into how they work. Calvert looks the best to me. Socialfunds.com bills itself as the "largest personal investment site devoted to socially responsible investing." It allows some research into individual corporations. Not sure how thorough that feature is.

On a day-to-day level, buyblue.org is a new site getting started that directs you to companies and vendors who support Democrats. More importanly it steers me away from those that support Republicans. For example, Costco is in, Sam's is out.