It depends.  I'd consider strongly supporting a group like Team FredNet if they were to start taking donations.  For those not aware of this group, it is one of the teams of the Google Lunar X-Prize competition that uses mostly volunteers and "open source design" principles to build a vehicle that they are hoping will land on the Moon to win a multi-million dollar prize if they can get there first.  There are a few other groups like Copenhagen Suborbitals that also are very much deserving of financial support and can certainly use some help... where the money would be relatively well spent and have some huge payback.

In terms of dumping money into the fiscal black holes called national space agencies, I'd just as soon start donating money directly to Warren Buffet, Bill Gates, or Donald Trump.  RKK Energia is making a profit on its own without Russian taxpayers having to foot most of the bill, so I'm curious what other agency is being talked about here?  Donating to NASA?  Fat chance.  I'd rather see that agency disbanded completely as it is a total waste of tax dollars to keep that agency going at the moment.  It may have been useful to America at one time, but it isn't any more.