There's actually some really good data out there on micro-loans, for example. Incredibly effective at helping people pull themselves out of the depths of poverty.
There's also tons of great data on education. Scholarships and such - private or state-funded - are both incredibly effective charity and a really smart social investment ($1 invested in educating someone yields many more dollars in economic benefit and activity for society as a whole).
Some other items get more complex, but even things like "free school lunches" have pretty good data. They are cheap, and there's lots of data on how much better a fed student performs compared to a hungry one.
Charity of investing in infrastructure is another one. Helping a community develop a clean, local clean water source is a force-multiplier: it frees people up from being a "water procurer" to becoming someone who can engage in productive, paying economic activity.
In short, there is lots of data out there that's pretty reliable and makes sense. It's a good idea to vet any project and any charity provider.
But none of that takes away from some baseline humanity, too. If I see you shivering, I should help you get warm. If I see you hungry, I should offer you food. Does it make me feel good? Sure. But that's not why I'm doing it (or, it shouldn't be). I should do it because it that is what humanity - as we should all want it to be - behaves.
And yeah, I can't deny that it matters to me, selfishly. That I measure myself against what I think I SHOULD do. And I guarantee you, I only find myself lacking. Every time I think about it. I am positive that in my last days, I'll absolutely ask the question Pvt. Ryan asked at the end:
And I guarantee you, even if my loved ones tell me "yes, of course," I won't believe them. Because there is always something more we could have done. Humanity could have done better, and been better. But it fell short, because I fell short. Is that selfish of me? Almost certainly. Add it to the pile of "ways in which Brisketexan is shitty."
We're a messy bunch, we humans. Even when we're trying to do good, it turns out that we're shitty.