Consumer or Citizen? Your Choice. Black
As with most dualities, which are choices between two seeming opposites, the answer is not one or the other but a weighted gradient (in this case) with citizen at one end and consumer at the other - like a dimmer switch with varying possible levels of light as opposed to a simple on/off lightswitch. It is possible to be both consumer and citizen, and perhaps neither - though as I write this I am consuming air. Living in a society that has been built on rampant consuming of material goods, many forward thinking citizens seek to limit the scope of their consumption habits to include goods that they feel 'good' about purchasing - and not just because of the price. Often people will pay more for goods and services that require limited ecological and social footprints to produce and rely on low/non-existant levels of exploitation for their manufacture and service delivery. In fact, business offering such services generally need to charge more for ethical services as mainstream commerce ("big business") has cut a lot of ethical corners in their search for lower prices, more market share and ever-rising profit margins.
Voting with your dollars (ie. spending your money at establishments that are working towards the kind of world you want to see) is a great way to bridge this divide. Identify and support shops in your community, online or geographic, that embody the sorts of values or changes you wish to see in the world. Your local market for food, independent clothing shops, artisans markets, . It is categorically false to say "all big business bad, all small business good" but it is generally true (with exceptions at each end) and can be a rule of thumb in guiding your values-driven purchasing habits.
You should also be aware that spending locally has a multiplier effect in terms of community economic development. Likewise, money spent at an establishment that is owned outside the community has a leeching effect in terms of the amount of currency circulating in your area. This is because local shops are more likely to use local suppliers, while larger chain stores generally rely on regional, national, or even international distribution chains. Basically a dollar spent in your community will circulate and multiply as the money is moved from one local shop to another, while a dollar spent at a chain store is likely to only enter the community as wages for employees - a far smaller proportion than for local shops, which are likely to contribute a far higher amount of that dollar to the community in the form of wages, goods, supplies and services purchased, and property taxes or rent income from the local business owner's accomodations.
So shop local, shop ethical - support your values with your money!