Your argument is missing a step, namely the one where you show that those things really are very bad

Criminal organizations murdering thousands people are not something very bad?

even though this sort of analysis suggests that they do little harm.

It is a reductio ad absurdum.

But perhaps you are imagining a version of James that would endorse buying the drugs even if that does no good at all, merely on the grounds that the harm done is small.

Buying drugs (well, let's say marijuana) supposedly does good to the rational consumers who like them. Like buying child pornography or visiting child prostitutes in third world countries does good to pedophiles, and so on.
All these people could use marginal analysis to argue that whatever harm they are doing is negligible and doesn't outweigh their gains.

If you agree with them then clearly you have much different moral principles that I have.

"The maxim by which I propose acting is that of acting to maximize expected utility. If everyone does this then perhaps 1000 people will buy drugs from a criminal organization and hence enable it to commit a few more murders -- but they will only do that if the good each of them is able to do by buying those drugs outweighs the (incremental) harm caused by their contribution to the criminal organization, in which case collectively they will do enough good to outweigh those extra murders. I am happy to live in a society that makes such tradeoffs."

YES

"he's argued that getting such a job would do less good than earning a lot of money and giving much of it away."

YES the value being the difference between if the organization hired you compared to their next best alternative.

Earlier discussions on "is voting rational?".

http://lesswrong.com/lw/fao/voting_is_like_donating_thousands_of_dollars_to/

Summary: People often say that voting is irrational, because the probability of affecting the outcome is so small. But the outcome itself is extremely large when you consider its impact on other people. I estimate that for most people, voting is worth a charitable donation of somewhere between $100 and $1.5 million. For me, the value came out to around $56,000.

Moreover, in swing states the value is much higher, so taking a 10% chance at convincing a friend in a swing state to vote similarly to you is probably worth thousands of expected donation dollars, too.

I find this much more compelling than the typical attempts to justify voting purely in terms of signal value or the resulting sense of pride in fulfilling a civic duty. And voting for selfish reasons is still almost completely worthless, in terms of direct effect. If you're on the way to the polls only to vote for the party that will benefit you the most, you're better off using that time to earn $5 mowing someone's lawn. But if you're even a little altruistic... vote away!

http://lesswrong.com/lw/faq/does_my_vote_matter/

Does My Vote Matter?

Yes, if the election is close. You'll never get to know that your vote was decisive, but one vote can substantially change the odds on Election Day nonetheless. Even if the election is a foregone conclusion (or if you don't care about the major candidates), the same reasoning applies to third parties- there are thresholds that really matter to them, and if they reach those now they have a significantly better chance in the next election. And finally, local elections matter in the long run just as state or nation elections do. So, in most cases, voting is rational if you care about the outcome.

http://www.nber.org/papers/w15220.pdf

Gelman, Silver and Edlin estimated that the average American voter has a 1 in 60 million chance of deciding the election.

http://lesswrong.com/lw/faq/does_my_vote_matter/7s5t

One's vote matters not because in rare circumstances it might be decisive in selecting a winner. One's vote matters because by voting you reaffirm the collective intentionality that voting is how we settle our differences. All states exist only through the consent of it's people. By voting you are asserting your consent to the process and it's results. Democracy is strengthened through the participation of the members of society. If people fail to participate society itself suffers.

http://lesswrong.com/lw/vi/todays_inspirational_tale/

I should also mention that voting is a Newcomblike problem. As I don't believe rational agents should defect in the 100fold iterated prisoner's dilemma, I don't buy the idea that rational agents don't vote .

But a vote for a losing candidate is not "thrown away"; it sends a message to mainstream candidates that you vote, but they have to work harder to appeal to your interest group to get your vote. Readers in non-swing states especially should consider what message they're sending with their vote before voting for any candidate, in any election, that they don't actually like.

Surprisingly, they don't, at least as far as I know. I haven't ever heard of anybody giving, or even trying to give, a proper definition of a maxim, in particular of the level at which it is to be stated (that is underspecified, if not to say unspecified, which makes the whole categorical imperative extremely vulnerable to rationalizations), and of the way that the description of the hypothetical situation in which the maxim is universalised is to be computed. My suspicion, though I haven't done any research to confirm it, is that this is because philosophers who like Kantian ethics don't like formal logic and have no clue about causal models and counterfactuals.

While your vote won't matter, what about convincing many people that their votes don't matter?