When I was a kid we had a "lights out night"; granted it was because we lived in the country and the lights went out a lot; but we turned off everything electrical and mom would read us a book or we would play a game by candlelight. In retrospect, we all wear glasses now, so it could have messed with our vision; but it was totally cool.
Don't spend money on stupid shit with excessive packaging and maybe eventually those companies will wake up/go out of business.
Don't eat so much fast food, those places are seriously wasteful. Do I need a seperate bag for my Apple Dippers McDonald's? I do not.
Don't buy a few small things and put them in a landfill uh...filling plastic bag. Put them in your purse or carry reusable bags.
Teach them how to recycle; I remember being fascinated by the whole "number on the bottom" system. Make it a game.
EDIT
On second thought,
norwegianwoody had a pretty good answer too:
You can't teach kids shit. They are pretty dumb.