What are the most effective methods of bicycling advocacy? Are all the best efforts truly local, or are there good regional/national causes (for example, the Rails-to-Trails Conservancy) that are worth supporting?
Rails-to-trails, LAB and others are all great groups who do a lot of good, but not necessarily in your area.  Like the saying goes, "Think globally, act locally".

The best form of advocacy is to ride as much as you can.  In the developed world we tend to look at cycling as recreation or a hobby.  As such, many participants drive their bike to the place where they ride their bikes.

The more visible you are to your friends, neighbors and co-workers as a cyclist, the better.  The more you ride for transportation, or utility the more 'credibility' you have with those around you.

Begin in your local community. If you ride to the store, restaurant, or library and there is not a convenient place to lock your bike, talk to the manager.  On a couple of occasions I have mentioned to a manager that I and other cyclists like a particular restaurant but we don't visit as often because there is nowhere to lock our bikes other than a chain link fence, or a tree.  Two 'strip malls' now have bike racks.

Finally, your town or county may have an advocacy group already - join - be active.