It's of course worth mentioning that whilst we may be in the process of walking away, we will no doubt also still have to be interacting with the current system. It's pretty much unavoidable and we should not feel bad about ourselves for having to have a bank account or visit a supermarket for example.
That said, we do have control over HOW we interact and which parts of the system receive benefit from our interaction.
In Britain for example, the Co-operative, whilst not a perfect organization IS far preferable to say shopping at Tesco or banking at Barclays.
The co-op bank has a process of consultation with it's members that forms policy on it's investments. That leads the bank to avoid investment in atrocious system activities like, the arms trade and vivisection.
www.goodwithmoney.co.uk/ethical-banking/
The Co-op is just that, anyone can join. Membership gives you a say in the running of the organization and a share of the profits. Ok you aren't going to reap massive reward financially but that isn't the point. The point is that by even just shopping at the Co-op you are choosing to interact with the system in a way that is far preferable than say lining the pockets of the shareholders of Tesco.
www.co-operative.coop/membership/what-is-membership/
As I said, the Co-op isn't a perfect antidote to the system of exploitation, but it IS a far better model and approach than the one presented by the likes of Tesco and Barclays.
There are of course things like building societies and credit unions which if wisely investigated can offer a better way of interacting with the system.
I guess the point I'm making is look into things, there
are alternatives that whilst they may not be perfect, do represent steps along the path of walking away.