Personal Ethics and the Job Hunt

In applying for jobs, I cannot help but notice a lot of the jobs that are hiring are companies that I don't feel right working for. I know that in this job market I can't always be picky, but its more than just a matter of not wanting to do the work.

As an environmentalist, I do not support a lot of energy companies' practices. I would feel like benefiting from working for, say, a coal company, would make me hypocritical. Or I've seen job ads for various alcohol or tobacco companies, but seeing as I'm pretty against their product, especially tobacco, I haven't even considered applying for any of those jobs.

I guess it all comes down to where I want to draw a line. Sure I may not like brand name drug companies and the way they sell drugs, but am I willing to work for a generics company? For a long time I've tried to support small businesses, but so far that hasn't extended to only applying at local companies that support the local economy.