That's a pretty tough question. It's easy to say that I would have acted differently, but the simple truth is that there's nothing unique about the German people.
First, you would have to confront a mob. Most people just want to fit in, so they'll do whatever the mob is doing. The majority of those who disagree with the mob will just stay out of its way. Actively confronting a mob is a pretty terrifying prospect.
Second, it was a lot like boiling a frog. The Germans didn't go straight to the Holocaust. They took a series of baby steps, with each "fixing" the "problems" the last step caused. Today is only a little bit worse than yesterday; maybe tomorrow will be a little bit better. Breaking the status quo is pretty difficult, particularly when it requires an unpleasant act.
Third, it's not like there was nothing else going on. Germany was in a war on two fronts. A German citizen didn't have to go out of their way to find something to distract them from the horrors being done in their name. How easy would it have been to shut your eyes and concentrate on the war effort? Wouldn't that have been the patriotic thing to do? Besides, it's not like you're responsible... What can you possibly do anyway?
In short, most Germans did nothing. Put into the same situation, most Americans would do the same. I'd like to think that I'm independent enough to mount an opposition; but I have to admit that the odds aren't exactly in my favor.