Ezra Klein hits it right on the head.
I think it's almost certainly wrong that we're not overwhelmed by the volume of tragedy in the world -- there'd have to be something genuinely wrong with you to be able to absorb the current moment in some coherent way. So what many of us do is pick and choose. But once an issue is selected, there's no real step two. Marching doesn't work. Exhortations to write a letter or shoot an e-mail seem increasingly hoary, particularly as the process is taken over by organized pressure groups able to flood legislators with millions of e-mails. Volunteers are generally misused, and even when a campaign tries to construct a movement out of them, it can backfire, discrediting the whole enterprise (see Dean, Howard, and those $%*^*# orange beanies). The utter inadequacy of contemporary methods of protest and social action has been well established -- it's even been recast as narcisstic.
What to do instead? Let me know if you come with anything.