Is it wise to spend a lot of resources in preventing Global Warming if there is still some doubt about its cause?
Would you consider it wise to buy health insurance even though you are not sure if you will ever need it?  And besides, the cost of preventing Global Warming is not that big.  A recently published article in The Economist estimated that preventing Global Warming would cost about 1% of the Global GDP (Gross Domestic Product).   It is also known that one of the best ways to fight Global Warming is through increasing energy efficiency, and everyone knows that more energy efficiency means a cheaper energy bill.
How can my individual effort really make a difference?

One example of how an individual can make a difference is that when replacing appliances, everyone should buy the most energy efficient ones.  Their total energy consumption would easily drop by half, and thus greatly reducing their contribution to Global Warming.  There are many other ways with which you could easily help fight Global Warming and make a difference. Another example is voting.  I believe it would be in the interest of everyone to elect officials that believe that preventing Global Warming is a priority.  Also joining the Climate Warriors would help. ;)

Can we really make a difference? A difference without major policy change from government?

Yes, I believe indeed we can.  Why not? Do we really need the government to fight Global Warming? The truth is that the government holds great power, and through policy change and implementation of measures such as a carbon tax, would really help slow down the emission of greenhouse gases. However, since they are taking so much time to do anything, why not lead the fight ourselves?   Maybe we won’t manage to convince power utilities to invest in renewable sources of energy that don’t release greenhouse gases, but we could certainly greatly decrease our own energy consumption, which would indeed make a great difference.