On a personal level, many people chose their friends/acquaintances based on these sorts of things. On a consumer level, there are many examples of popular boycotts (for example see http://en.wikipedia.org/wiki/Nestl%C3%A9_boycott or http://en.wikipedia.org/wiki/Anti-Apartheid_Movement ). On a company level, many companies consider things such as environmental or social duties when deciding who to do business with.
In all cases, it could be because you hope that such a decision will cause change (e.g. organised/promoted boycotts) or it could be simply that you don't want to support something bad, even if knowing that refusing to spend $1 on some Nestlé chocolate (for example) probably won't change a thing.