Volunteering could also be a good way to do things. Many of the people I know in political parties, NGOs, etc. know people working in thinktanks as well.
But I would be cautious about wanting to work in the world of thinktanks and policy institutes. Thinktanks, like policy makers, are influenced heavily by the ideology of the donors who support them.
One way you could make a significant, positive impact on society (without compromising your conscience, I hope!) is to volunteer at your local homeless shelter.
Good luck!
It's a terrible place to actually accomplish anything. Donors exchange money (tax benefits) for furthering ideology. The metric of success is that. Not impact on society.
I got more done as a consultant than as an analyst at a think tank.
To actually do something, consider NGOs like Ushahidi.
Do you have a specific industry, or cause?