Image by Spring Dew via FlickrUnlike government entities, private businesses have the right to promote religion as they see fit. Short of discriminatory practices (e.g., erecting "Christians only" signs), businesses do not need to worry about church-state violations. If a company such as Wal-Mart wants to give money to local churches or even to Republican theocrats, they may do so. Of course, that is not to say that we consumers are powerless to do anything about it.
As private citizens, we may express our dissatisfaction with such practices, organize protests, and even picket. Another potent tool consumers have at their disposal is simply shopping elsewhere.
After driving past a large furniture store with which I previously had a positive association and observing quotes from the Christian bible on their massive reader board, I decided to go elsewhere. Such is my right as a consumer. If I want to, I can follow up with a letter to inform the store that they lost my business and why. Should I feel strongly enough, I could inform others and even promote a boycott. Although I have no plans to do so, it is nice to know that I could. In this case, I am satisfied with shopping elsewhere.
As atheists, I'm not sure we do this enough. Christmas music at the grocery store annoy you? Find another store and let the manager of the previous store know why you won't be coming back. Find out that a company you like regularly contributes large sums to a political cause you oppose? Take your money elsewhere, and tell others about the donations you've uncovered. I'm not saying this will lead to massive changes over night, but at least we won't be contributing to the problem.