Brad, I was thinking more along the lines of what you're talking about and wondering about ways to do that, too. I don't feel strongly about it any which way, but I'd like to know what my options are.
There is an outmoded school of thought that if you want to use your money to change the world in positive ways, you should use philanthropy for that, because the goal of investing is simply to make money. That's an arbitrary distinction. Given the amount of money people may put into investing, they can in some cases make more of a difference with their investments than their charitable donations.
As for your options in terms of impact investing, as I mentioned above they are currently limited. Here's what I do: I have my core investments in a standard balanced portfolio of index funds and bonds, no social screening. But for my "cash" or "fixed income" portion I've been gradually adding impact investments. I'm in Canada, so the options up here are different than what you have in the US. The best source I've found for impact investments in the US is Slow Money's guide here: http://slowmoney.org/other-resources
As you'll see, most of those impact investing opportunities are for debt, so your rate of return will barely keep up with inflation. But that may be okay for the cash or fixed-income portion of your portfolio, and if you adjust your definition of "return on investment" to include social and environmental returns, you'll be happy with those investments.
Currently most of the equity investments in impact investing are open only to venture capitalists and accredited investors. In time, though, some of these will be available to the rest of us. Until then, I'm sticking with standard index funds and ETFs.