I don't really do organized boycotts and protests much, I just do or don't do things as I see fit and don't try to force my choices on to other people. But there are definitely a lot of places and things that I avoid, now that I think about it. There is a real estate agency in Savannah that I will never go back to because of their blatant racism (if anyone is interested, I have no problem sharing this agency's name via PM). I don't eat at Cracker Barrel because a portion of the proceeds goes toward pro-life groups (no offense to those who are pro-life, it's just not where I would like my money to go). I don't go to Atlanta Braves games because of the name/mascot. Actually, this is a really long list and could just keep going ...
Re: my university, I don't think I would ever give money to the university in general. Most of what they do is military research there, and I want to know that any donation I make is going toward helping the students themselves. I would want to give specifically to things such as my academic department, the archives that I did my research in, etc. Those seem like safe bets.