Buying games is your voting right
Seriously. Not only the fact of buying it, but also the way you do it matters. You can preorder or buy a collector's edition, showing your strongest support. You can buy digital or day one version or any other full-price. You can also wait for a discount, buy it in a Humble Bundle, a used box or even get for free on some giveaway or from PlayStation Plus or XBL Gold. You can play a free-to-play title without spending a single dollar or you can finish the game and decide you want to pay - let's say $10 for it. What matters here is basically how much you spend on the game and how much of it returns to the developer.
You may not realize what great power we are all holding in our hands. With our money, we are encouraging or disencouraging studios to do certain stuff. When a studio plans a game, it always looks for references and it always looks at success stories. Whether you're an indie developer or a AAA company, you will always choose to go the way that made millions over the way that commercially failed. And that's actually the only sane business strategy, but it also smothers innovation.
Every E3 people are waiting for Sony to announce The Last Guardian will come out soon. We would all have The Last Guardian on our shelves for years now if ICO and Shadow of the Colossus sold a decent amount of copies.
Everyone keeps getting back to Vampire: Bloodlines and Arcanum and remembering, what great games they were. So what they were great? Bloodlines sold less than 100k units and there's no Troika Games anymore. Who knows how many great RPGs we could have had if they were kept afloat? Instead us, gamers, gave our money to BioWare to recycle Baldur's Gate into two mediocre Icewind Dales.
I see a lot of people complaining that all the games are the same, that the AAA industry is just copying the same ideas over and over. I am not gonna tell you how to spend your money, but if you want more innovative games, try buying games that are innovative. Not the same titles every year.
Oh yeah, piracy. Right. You, pirates, have no voice. Whatever you download, doesn't matter. Your choice doesn't matter. You're complaining the game isn't great? Who cares - it's not like you tried to support it in any way. You're complaining there's no game worth buying? Well who do you expect to develop it if nobody has your support?