I've come to view my own personal choices exactly as you. It's not as much about changing my personal footprint, as it is using my dollars towards investment in changing infrastructure.
I had to replace my 50 year old gas furnace last year, and it was suuuuper hard to get anybody to even propose a heat pump rather than natural gas. So I made sure to call tons of local HVAC places, and make sure that everyone that wouldn't bid on a heat pump knew that the reason I wasn't going with them was because of that. For deeply conservative, low-information and low-innovation parts of the economy like residential HVAC, it will probably take regulation for them to offer the better choices. But I can at least try to let them know that they would have a customer base if they ever decide to try something new.