I have wondered the same thing myself, especially when our days are so busy that it is so hard to find the time to volunteer myself - makes setting a good example a bit difficult.
Of course, I believe that setting a good example is best way to communicate any value to your children. When Little Mr. Man was a bit younger we did an activity in a local church. They had a food drop off box there and I would try and pick something up at the grocery store and drop it in the box, all the while talking to him about it and explaining why were doing it. Not sure if any of it stuck, but I suppose there was no harm in trying.
Since we just did a huge move we had a lot of trips to goodwill. Again, I would try and bring him and his sister along and explain what we were doing and why. Again, not sure what stuck, but I hope that through exposure both children will get a better sense of the world around them and learn how they can help make a difference.
My next attempt to instill this knowledge in them will be to ask them to give up a few toys before each Christmas and Birthday and donate it to a charity. I may wait until they're around five though so they can have a better understanding of what is going on.
These are just some ways I can think of getting the kids directly involved in the community and learning about being a good citizen.
