I would argue that the film's message is actually not anti-consumerism specifically, so much as anti-complacency. The problem was not simply a matter of consuming too much and producing too much garbage. That was incidental. The problem was an ever increasing attitude of "someone else will do it", and as the technology advanced to allow it, the humans progressively let the robots do everything. While this met their desires for immediate gratification, it stifled the creativity and fulfillment of accomplishment, producing a lifestyle that was ultimately unsatisfying, as evidenced by the boredom of the humans on the Axiom even before Wall-E starts disrupting their routines.
I felt that it paralleled my own battles with laziness versus productivity, in the sense that, on any given day, it may seem more fun or more desirable to sit and watch TV than to do something more active or creative, but I have a desire to accomplish more than that, and I know that many of those things require hard work and delayed gratification. However, if you have a society that increasingly does not make that choice, and just passively consumes instead, that is what leads to the society portrayed in the movie, not the idea of consumerism or capitalism in and of itself.
In the end credits montage, we see the robots and the humans working together, where the robots return to their originally intended function, namely to help the humans accomplish more than they ever could have alone, rather than simply allowing the humans to do nothing while the robots pamper them like babies.