Politically conscious consuming

Lately I've been feeling bad about the way in which I consume. I shop at Walmart, I eat at McDonalds, I get ice cream at Oberweiss Dairy (owned by a guy who ran for Congress here in Illinois on a really awful anti-immigration platform. And yes, Mexicans do appear to work at his shops).

Now, in theory, I feel like I've drawn appropriate lines for myself. I will not cross picket lines. I tip at 20 percent. If there is an organized boycott, I will participate in it. But I don't know what to do about things like Walmart. I hate Walmart's cultural politics nearly as much as I hate how little they pay their employees and the way they force down wages in Asia. But I also genuinely believe that making a distinction between Walmart and Target politically is pretty silly. Target is slightly better culturally (though they do allow their pharmacists to refuse to issue the morning after pill), but as far as wages and pressure on manufacturers go I think it's pretty much the same. And let's be frank, it's expensive to shop at the independent stores that somehow circumvent the pressure to pay low wages, etc. Not to mention that they're hard to come by. I don't really have any ideas about a way to reconcile my politics and the need/desire to shop, but if any one out there does, let me know.