It's clear you want to believe in something, which is true of a lot of people (if not all)
It depends on how wide your definition of "something" is in that case -- if it only encompasses spirituality, then there's a lot of heathens out there, like me, that don't actually believe in a god or anything (and, like so many others, I say the name of the Christian lord in vain -- not as an insult to Christianity, but rather because I lack any non-vulgar alternative).
If your definition includes ethics and morals, then yes, I believe in sustainable development (not conservationism!), global stewardship (don't mess with nature unless it's necessary), and the protection of human and animal rights (every living creature has a right to live and make their own decisions in their own environment -- no one can decide for anyone else).
Vigilantism is right out. Even if this were permissible, it would require some sense of objectivity and love of justice. Given some of our dicussions on copyright issues, to say nothing of disagreements on more trivial matters (like spelling), you don't seem to have any sense of objectivity at all. The worst possible vigilante is one who can't admit they're imperfect or prone to mistakes--or can't admit they've made a mistake when they have. Such a person can justify any action to themselves, ahead of time or after the fact, and go on without any compunctions at all. I would think a successful vigilante (of which I've never heard, outside of TV shows) would be about 75% restraint, 20% resourcefulness, 5% resolve. I've actually witnessed none of that from you, except occasional, very limited bouts of restraint.
For much the same reasons you shouldn't be an accredited officer of the law either, but at least what they do is legal. However if I may make a suggestion: If you have a particular cause in mind to improve, find an organization that does this (via peaceful means, of course--don't join up with some ecoterrorists or something) and see what you can do to help. I don't mean politics, but actual community service-type activities.
As for a pilgrimage, that's almost a good idea, except given your tendency to adopt flights of fancy and pick up new philosophies capriciously, I think (and I mean this honestly, not to cut down) you're way too confused to attempt such a thing. It would only confuse you more. It's clear you want to believe in something, which is true of a lot of people (if not all)--but you don't know what. I don't think you have the discipline of mind to differentiate between specious ideologies (that is, superficially solid but lacking substance) and actual faith or a consistent set of beliefs. Without that, you're absolutely adrift. Philosophy and religion can be overwhelming at times, difficult to absorb; diving head first into them isn't going to improve your situation.
Honestly I do think some kind of counseling would help you. I'm in no place to form a prognosis and anything specific I might suggest could well be taken badly; it's not my intent to offend or upset you by saying this. But my rough guess as to why you've been feeling this nagging of conscience is that deep down you're unhappy with some aspect of your life or personality, and you'd like to aspire to something better, and you don't know quite what that is yet. It's for this reason that I think counseling would be a benefit to you.
Lummox JR