Larks comments on Voting is like donating thousands of dollars to charity - Less Wrong
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Voting is more like stealing thousands of dollars to donate to an ok charity.
The problem is that the thousands of dollars are being stolen anyway and you need to vote to have any say in which charity, or to reduce the amount of money being stolen.
Just like no candidate really supports peace, no candidate really supports not-stealing.
Also, by taking part in a system of violence & theft, you are granting it some amount of legitimacy.
Stealing?
Taxes are an involuntary transfer of wealth made under threat of coercive violence. Theft is an an involuntary transfer of wealth made under threat of coercive violence.
Saying that does not mean much until one defines the proper scope of legitimate violence in society. Max Weber made the analytically useful point that one definitional aspect of modern government is its monopoly on legitimate violence.