There are serveral ways you can aproach this. One as you mentioned, is to give the dues to your Church, which isn't a bad thing if you have a good church. Or you can donate to a good charity, which are hard to find.
Another thing you can do, which takes alot of work and dedication, is to gather like minded people such as yourself, and infiltrate the union, take the positions of president, etc. and determine the direction the union is going, as well as where the dues get spent. It's a difficult battle, as a local, to recover the dues which are sent to the "national" part of the organization, but it can be done. As a local, you have the right to control your treasury, and only send a min of those dues to national, where as we know they use them to pad the pockets of Liberals, and other stupid groups like greenpeace.
Having control of your local, and depending on it's size, you can re-direct dues to useful things, like a dental plan or discounts on health insurance, retirement funds, etc. instead of sticks and construction paper for picket signs.
One as you mentioned, is to give the dues to your Church
I wish I could do this but I believe that under the Abood ruling, I cannot send my $ to charity that is religious.
infiltrate the union, take the positions of president, etc. and determine the direction the union is going, as well as where the dues get spent
This point is well taken, and may be my next course of action. Thanks