If you have limited funds and resources and spread them too thin, you reduce your chances of winning battles in the ongoing war. Too many fronts, as it were. Conversely, if you focus on one or two targets at a time and win those, you'll eventually reduce the field of battle and isolate the remaining targets. Hell, I live in West Virginia. Do you think any of the major rights organizations care a whit about what's happening here? We're not even on the radar.
In the meanwhile, my partner and I contribute to local candidates who support GLBT equality (there aren't many around these parts!); we also support like candidates in other states via organizations such as Emily's List. (We do NOT make blanket contributions to the Dem Party nationally.) One of my partner's favorite charities and for which she has held fundraisers is The Point Foundation, which provides college scholarships to disadvantaged GLBT youth. We need to groom the leaders of tomorrow and put them in position to challenge the status quo.
Unless the federal government steps in like it did with the Civil Rights Act of 1964, I sincerely doubt that my partner and I will live to see the day when GLBTs achieve equality in all 50 states. But we've got to keep battling and you just have to choose what you believe will help all GLBTs get to the top of that mountain, even if we may never see that day for ourselves.