Freud's "Thoughts for the Times on War and Death" might be a relevant read - it's fairly short and deals with contemporary political struggles. Freud saw psychoanalysis as a way to improve life for individuals, and applied its methods on a societal scale as well, for example in Civilization and Its Discontents. His view of the relationship between politics and desire might be somewhat like the Marquis De Sade's take on the French revolution - how can we become free from oppression if we are imprisoned in ourselves?
As for Derrida, all of his work has a political and ethical element, and his life also involved engagement with more immediate political struggles. As for the question of whether he wants to make society a better place, I would say sure, who doesn't? Even Hitler thought he was going to make society a better place. And as we know, many social interventions inspired by Marxism have not been successful, so understanding the relationship between a thinker and politics requires more than attributing good intentions to him or her.
The best source for Derrida's political views (that is, his immediate engagement with contemporary political struggles) is Negotiations. He wrote against apartheid and in support of Nelson Mandela, he wrote on behalf of Mumia Abu-Jamal, he organized teachers and others in Paris to oppose the elimination of philosophical education at (their equivalent of) the high school level, taught seminars favoring the abolition of the death penalty, was imprisoned in Czechloslovakia after visiting dissident intellectuals there, and had many other political engagements and views expressed throughout his writings and interviews.
Just as important are the political implications of his thought. Given your interest in Marx, Specters of Marx would probably be the best place to start regarding his engagement with political theory. As Derrida said from the beginning of his work, there can be no transcendental signified or master discourse which encompasses all others and gives them stability. Marxism attempts to treat economics as such a transcendental signified, claiming that all history is in essence the history of class struggle, and that all alienation will be eliminated once economic alienation is eliminated. The subsequent history of Marxism belies this claim. For example, in the seventies, groups such as feminists pointed out that their interests and the social changes necessary to eliminate their unique forms of social oppression and alienation were being opposed by the Marxists who said such issues would either take care of themselves after communism was in place or that they were of secondary importance. This is only one example of a form of difference other than economic difference (although intertwined with it - gender is also not absolute or a transcendental signified) which can produce what Marx called alienation.
Derrida's intervention in Marxism is to attempt to open the space for these different forms of alienation to speak. He does not think that challenging economic structures is unimportant - but rather that it is not the only form of oppression or alienation we face, and that only relative, not absolute, improvements are possible. Specters of Marx also elaborates a list of projects which he feels would further the goals of Marxism within our vastly changed economic and political world.