People SHOULD be voting at the local level where their votes still matter quite a bit, but generally don't through an interesting combination of apathy and ignorance (e.g. few people actually know who their rep on the city council is and what their basic platform is).
A variety of web sites have tried to fill the need, but the money needed for local news far exceeds the revenue they're able to generate.
Your vote, win or lose, also communicates very important messages:
1) 'I vote, and people in my community vote'. If you don't vote then why the hell should the politician care what you want? Does McDonalds care about the opinions of people who don't eat fast food? You think they should put more healthy options on their menu? 'So what? Who are you? Stop wasting my time.' The same goes for your community: If your community doesn't vote, then why would anyone address its concerns? In a world of 50% turnout, imagine the attention a community would get if 95% voted - on every issue, they'd be wondering, 'what does neighborhood X think? how does it affect them?'
2) It expresses a political outlook. A politician who sees their constituents vote 80-20 for Clinton over Trump is going to behave much differently than one who sees a 55-45 vote.