Give some of it away (even if it's just a small fraction). Choose an issue and then a non-profit whose mission is associated with that issue and send them a check (or donate on-line, as you can do pretty easily with most of them these days.)
My advice is to choose a small organization where your donation will mean more than if you give it to a large non-profit with extraordinary overhead and a rambling budget.
The Bush Administration has forced many small non-profits to close by cutting off funds that would be made available to organizations in a competitive grant application process. It's sad.
If you really care about a particular issue but don't know where to donate, go to guidestar.org—you can look up every non-profit and choose one that is meaningful to you.
You'll be doing good and it'll make you feel really good, too.
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