I have no "point of no return" companies. I'm not saying I don't think companies make mistakes, or do bad things, mind you. However, let's take EA for example. They publish some of my favorite games (the Mass Effect trilogy and Dragon Age trilogy, along with The Old Republic), as well as my younger brother's sports games. Should I stop playing the games I enjoy just because the company does something I don't like? Does that mean I should wish for EA, and therefore all the companies they own, to go out of business because they don't work the way I think they should? No. As long as companies act legally, I have no issues. Ethics is another thing, but if I were to boycott every unethical company, I'd be left with mom and pop stores and indie developers, which despite what others seem to think are no more capable of making a great game than a large developer.
That said, Wal-Mart is a very tricky thing for me, because the worker's situation is abysmal and very close to illegal, if not actually illegal. Luckily, there is nothing they have that I can't get somewhere else around. Clothes? I've got a Kohl's. Groceries? Take your pick. Video games? I have several brick-and-mortar shops, and Amazon. Pet food? I have a Petsmart. Cleaning supplies? ...You get the idea. That said, I hold nothing against people who just aren't in a position to do that. Main issue with boycotts is that you end up hurting people who did nothing wrong, other than work at a company where some executive made some bad decisions.