Voting is the one way that we can all back-up our belly-aching by actually doing something about it.
As Astrogirl said, even if your candidate does not win, at least you know in your heart that you did your part to elect those public officials whose views most reflect your own. So it is very frustrating to hear someone say "what difference does my one vote make."
I think that the only wasted vote is a vote not cast.
But at the same time it is extremely important to be educated as to the platform of those you are voting for. Know who they are and what they stand for.