For years, I tried to vote in every election. Federal, State, Local…but after a while I realized that I didn’t know enough to make an informed decision about the local stuff (Justice of the Peace, Dogcatcher, whatever) so I don’t make it a point to vote in those anymore.
I think my vote counts less on the Federal level because I live in CA, which has been a decidedly blue state. It kinds of pisses me off that battleground states end up deciding presidencies. So no, I don’t feel my vote counts as much in that sense.