I basically divide my (classically parsed as "altruistic") into two buckets: helping the world, and making my community a nice place to live. I do the former because I want to help people. I do the latter fairly selfishly (which seems fine)
When I help out my local community, I help the parts of it I actually use - the local Less Wrong and Sunday Assembly communities. I sometimes clean up parks and similar things because physical labor makes me feel good.
This isn't "Effective Altruism" and shouldn't be considered such, but I do think EA people should consider doing such things if they're not already. (i.e. giving back to whatever communities they actually reap benefits from, in a pay-it-forward-passion)
I think there's some merit to Reid's 2nd point, although I would frame it differently. The most efficient giving opportunities typically are not local, it is true. However, the relative efficiency of giving opportunities for EAs is defined in part by an assumption that other parties' giving will remain the same (this idea is at the core of GiveWell's "room for more funding" calculations).
EAs do not have the ability to control all or even a majority of donations within their local communities. There's lots of research (e.g., http://www.hopeconsulting.us/pdf/Money%20for%20Good_Final.pdf) showing that most donors are tied to specific causes, contexts, geographies, etc., and don't see any reason to change that. However, EAs might make more headway with this audience by pursuing EA principles within boundaries that they care about. So you're not asking a donor to give up on supporting (say) Seattle, but simply to direct his or her giving in ways that help Seattle more effectively. That approach is much more likely to actually move the needle on donating behavior in the short term, and it's a way to make all of giving more efficient and effective through a network of domains. It may even eventually make some of those inefficient giving opportunities much more competitive with the most efficient giving opportunities.
Remember, I'm suggesting this as a supplement to cause/geography-agnostic giving advocacy, not as a replacement for it.