It makes a difference. Voting implies that you approve of the system. I do not and not voting is the closest thing we have to voting for none of the above. Elections are a means of state control, they trick people into believing the illusion that we have control of the system. We don't; it's run by elites. That's why totaltarian countries have elections. They don't mean anything but they delude people into believing they have a voice in the system. If voting could change anything it would be illegal.
Joe R. Golowka JoeG at ieee.org
"Candidates say "vote for me, and I will do so-and-so for you." Few believe them, but more important, a different process is unthinkable: that in their unions, political clubs, and other popular organizations people should formulate their own plans and projects and put forth candidates to represent them. Even more unthinkable is that the general public should have a voice in decisions about investment, production, the character of work, and other basic aspects of life. The minimal conditions for functioning democracy have been removed far beyond thought, a remarkable victory of the doctrinal system." -- Noam Chomsky