The single most effective thing a consumer can do without actually grabbing a sign and occupying Wall Street or the financial districts of other cities, is to move your accounts to a credit union. If you're not eligible for a credit union then the next best thing is a small local or regional bank. If your bank took a TARP bailout, if your bank was among those sued for malfeasance related to subprime mortgage-backed securities scams, and you want to be a responsible financial consumer, pull your business. "Too big to fail" is too big for its britches.
"Oh, but economy of scale!" you say. "You just can't get as good a rate from smaller banks! All teh interwebs say so." Well, those interwebs are wrong. If that was true, then how is that Wells Fargo (4th largest bank in the U.S., after Citigroup) offers a miserable .1% APR on a $2500 minimum 3-month CD, while some bank I never heard of tops bankrate.com's list with 1.0% on a mere $1000 minimum? So either Wells The Fargo doesn't want deposits (what bank doesn't want deposits?), or there's something more important than economy-of-scale at work there.
And of course credit unions continue to offer better deals than commercial banks, despite (or perhaps because of) a lack of that magical capitalist profit motive that's supposed to drive competition and bring product to market at the lowest price to the consumer. (hint: marketing + profit motive = unnecessary consumer cost.) Problem was for a long time, credit union eligibility was restricted by "field of membership" (FOM), usually premised on being employed by a certain employer or coaltion of employers, e.g. IBM's Southeast Employees' Federal Credit Union. This changed sometime between 1997 and now, such that one's city or county of residence may render eligibility - e.g. South Florida's Tropical Financial Credit Union.