I am cynical about this because I view our current society as a kind of giant prisoners dilemma. If you sacrifice to make things better it is just allowing for others to behave worse for longer. If I take short showers to conserve water, it just opens the road for other people to use more. Until we hit a giant drought that forces people to confront the consequences they will continue watering giant lawns. Apply that to whatever area of life you want.
Sometimes, not always. If I improve my temperament, or if I help get someone an education, or if I help get an unjust law changed, or I raise awareness on some issue, these actions don't cause someone to get meaner, someone to lose their education, someone to make a bad law, or someone to hide an issue.
For environmental issues, I see your point. I hope that actions on conservation don't get 100% canceled out. Even if they're 90% canceled out it still buys us a little more time.
If we all do something to make the world a better place, it WILL be a better place.
Also, say no to bad stuff as much as you can muster. You'll probably get better at it over time.