To quote the great and excellent Anarchist Cookbook: Recipes for Disaster by the wonderful people at the Crimethinc Ex-Workers Collective direct action is:
Any action that side-steps regulations, representatives, and authorities to accomplish goals directly."
This could be anything from gardening and cooking your fresh food yourself instead of going out to eat or buy pre-packaged crap, to chalking or otherwise beautifying a city, to marching in a protest, to monkey-wrenching the equipment of the neo-liberal or the new-con.