I hate those adverts so much! I once had an arguement with someone collecting for a childrens' charity that claimed to be against child abuse, and showed really upsetting and emotive TV adverts. I told him I was more likely to donate if I actually knew where the money was going. He couldn't actually tell me what positive things they were doing other than "raising awareness." Legally they can't really do anything other than assist government social services anyway. Quite often these charities have paid employees, including a chairperson or CEO who is paid very highly - sometimes in the region of millions of pounds
For foreign aid, even if aid is purchased and does reach the foreign country, sometimes the local government or militia will comandeer the aid and use it to solidify their position. It may never reach the people it was intended for
I don't really agree with charity anyway: I think it's better to apply political pressure. Like, I vote for political parties who support a welfare state and promise money/policies that will aid homelessness, increase care for the vulnerable, etc. It's also a good idea to buy goods that are fair trade and against exploitation - I went to a talk by a Mozambique Cashew Nut farmer last year, and fair trade had really made a difference to her community

I also liked the "Drop the Debt" campaign for the third world - this makes more sense to me than providing charity (and ultimately creating a system where people become reliant on charity).
If I do support a charity, I will choose one that is well-known for taking action (like Oxfam) - my office always used to buy a water pump or goat for some village somewhere at Christmas instead of sending each other cards
