Well gas/petrol is a global market, so even if you don't buy from the importers you're still supporting demand here. Also frequently big oil will trade/buy/sell with one another so there can be no guarantee of the origin location of your gas. A selective boycott will just mean those companies experiencing a drop in demand will just sell to those experiencing a surge in demand.

However I try to use BP and the smaller ones (Pilot, Flying J), both for price and convenience, but also in BP's case they actually are working to diversify into being a more general energy company. You can get their home solar systems and wind and it seems like they have a plan beyond oil. Can't say that about ChevronTexaco or ExxonMobil--they really don't. Its as if senior management at these companies doesn't have a time horizon beyond their options maturing.