If you don't like what your government spends tax money on, you have the power of the vote to (try and) change it - vote for the guy who is against the militarisation of the police forces, in favor of controlled legalisation of some drugs, and willing to shift the tax money to programs helping addicts out (and the underlying problems that cause drug addiction, like poverty, unemployment, culture, etc).

As for non-government stuff, you vote with your wallet.