If the game has DRM or is too expensive, don't buy it. Pirate it!
This attitude doesn't help. If lots of people steal a game, it tells publishers a market for the product exists but it's too easy to acquire said product without paying. This leads business-types to require the implementation of even more draconian measures, which leads to more problems for users and thus more stealing... you can see where this is going.
The best strategy is to not play the game at all. Yes, this idea 'sucks' in many ways, especially if it's a really good game. But boycotts only work if people eliminate the product or service from their lives completely, or at least give all the market share - both mental and monetary - to a worthy competitor.