1. Whenever possible, buy from local, independent proprietors — if not the farmer, then a local owner, preferably not just the franchisee.
2. Whenever possible, become a regular. What works at your local bar (getting you in on occasion without paying a cover, getting to know what items on the menu are best, when the cook is having an off-night, etc.) also works at the store; and it's just a lot more pleasant to go someplace where you can have a talk with the bartender/clerk/piano player/owner.
3. Whenever possible, get to know where your local proprietor gets his stuff. He may be a lot more open to your concerns than you think.
4. Don't fool yourself. Just because somebody claims to be a good Christian or member of some other religion, doesn't mean he obeys the law, let alone the moral code of any real faith.
5. Be willing to put your money where you mouth is, leaving even a comfortable "regular" place if you find that they are literally feeding you something bad for your body and/or soul.

This is not, to my mind, the same as the old hippie "think globally, act locally" slogan. It's a matter of knowing and living your values within your local community. As a lifelong conservative, this simply sounds right and natural to me.