It is relatively easy as an individual to give the bees a helping hand. One can buy or build a so called bee hotel [1]. It helps the bees with nesting site locations. When sited it requires essentially zero effort but supports the bees and other insects.
One can also become a honey bee keeper, but it requires more effort. It is quite fascinating though. You can read about our efforts. [2]
[1] http://www.arkinspace.com/2012/06/welcome-to-bee-hotel.html