When it comes to marine conservation, we have many challenges facing us on a worldwide level. And I would wholeheartedly recommend you support those organizations that are taking the "big picture" approach - groups like Oceana, Seaweb, WildAid, and many, many others.
But , just like the oceans are made up of countless micro-systems - all interacting to produce small and large consequences, there are many organizations that focus on regional issues, perhaps more close to home. The Monterey Bay Aquarium's Center for the Future of the Oceans is one example, focusing on issues that impact the California coastline from Marine Protected Areas to Sustainable Seafood initiatives.
Sometimes, when you wade into all of the issues facing our seas today, it can seem a bit intimidating. But by all means, wade in! Start small, start with what you can do - from cutting back on the air conditioning one day a week, using a car wash that recycles water rather than pouring soapy water into the storm drains (which go right out to the sea), or giving some extra thought when you are at the seafood market counter or restaurant. Every little bit helps.
Remember, move a grain of sand and you have changed the entire beach.