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Lots of things.  But it starts with looking at every season as an opportunity to win.  I hate hearing re-build statements before the season starts, hate hearing fans and bloggers so complacent as to accept this fate before we start the campaign.  I understand the realities of the game, and our roster and payroll before the season.  In my mind I'm not convinced that yet another throw-away year was necessary.
I have a problem with the same attitude that preaches patience and waiting out prospects, constantly pushing expectations out 1, 2, 3 years down the road.  We are not the Pittsburgh Pirates, the Rays, the A's, the Royals, or any other have-not in baseball.  We have one of the wealthiest ownership groups in all of sports.  There is no excuse for chiseling payroll 3 years in a row.  There is no need to waste time waiting on A ball players, they develop, then you fit them in, why hold roster and payroll spaces for them?  
When my eye has seen enough (and we can go back and look) of Figgins, Gutierrez, Wilson, League, and Cust (before he ever played a game for us), don't you think that some advanced cross-checkers have too?  Those are all current GM gets and should not have been on the roster this season.  I asked for a trade acquiring Colby Rasmus last year, Guti would have been a part of it and I think it could have gotten done.  Can't happen now.  Figgins could have been moved if we ate some money, tougher now.  Wilson was a decent trade and a horrible re-sign.  League for Morrow was flat-out stupid.  Cust should never have been signed.  The A's almost hit as poorly as we do, and they didn't want him?
To sum up, our ownership/management accepts poor performance for far too long before acting on it.  The other 'haves' in the league aren't deterred by lack of availability of pieces that they want. They pick up the phone, ask what Adrian Gonzalez costs, and make it happen.  There is not now and wasn't then, a compelling argument against the M's behaving the same way.