Although you can't specify which electrons show up at your wall outlet, you can buy green. Imagine the electricity delivery system as if it were a system of pipes delivering water to and from a lake.
Power generators pour water into the lake, electricity consumers take water out.
By buying green, you ensure that the water going into the lake is as clean as possible. While you can't ensure that the clean water will flow directly to your home or small business, the more green consumers there are the cleaner the lake will be.