The first priority of Muslims in the West should be to establish Institutions of sacred knowledge and support the students, the seekers of knowledge who have decided to devote their life to the service of this Deen. We need to make of every mosque a living institution, with students and teachers exchanging the knowledge of the Deen and carrying it on to the coming generations in the West.
Muslims should provide their communities and their society with enough number of scholars who can teach the various sciences of Shari'a such as Qur'an, Hadith, fiqh, Aqeeda, Seera. Da'wa has several wings one is knowledge, another is wisdom, the third is sincerity. The three of them cannot be obtained from books or western-type universities; the only valid source is the Ulema, who are the heirs of the Prophet salla Allah alayhi wasallam.
Jihad, for Muslims in the West, is in learning the Deen and supporting the learners of the Deen. It is the Jihad of the word which is a prerequisite to the Jihad of sword. Learning the Deen is the way to maintain our Islamic identity, to protect our generations, to advocate Islam in the media, and to promote Da'wa in our societies.
One of the best acts of worship is to help a student who is traveling abroad not on a vacation but for the sake of Allah. These students undergo all hardships and sacrifice all luxuries and live away from their families only for the sake of Allah, to support this Deen. They are doing that instead of many who cannot and on the behalf of the whole Umma, and they will benefit the whole Umma. Supporting the students of sacred knowledge financially is a step in the right direction.
A few thousand Dollars may not build a mosque, yet they can contribute to the making of a man, a scholar who can revive a whole community and bring people to the way of Allah.