I kind of feel the same way, despite my extremely anti-government tendencies. I do think voting at least on the local level can affect change.
And I've always voted even if it was just a write-in because I always felt like not voting was a cop-out in some way. Like you're not participating in the system so you don't really have a say. Even if not voting is a protest because you don't agree with how corrupt and fucked up the system is currently. It's an argument that I can completely understand.
It would be really interesting to see some law in the U.S. form about votes of no confidence or voter threshold turnouts like if a certain threshold doesn't turn out or if there's enough votes of no confidence then elections will have to be ran over again until either enough people participate or somebody legitimately wins.