I like the Electoral College. It was a brilliant solution that those gentlemen in Philadelphia crafted for the most equal of representation. I've lost on some votes with it and won on others. Seems silly to throw away something that has worked for centuries because your guy didn't win - after all, he'll be out of office in 8 years maximum, no matter who he or she is.
As far as State politics go... I've been in CA for 7 years now. Things are fairly different now then when I got here. I always vote, even when I'm the minority. Have done so since age 18. I encourage those who feel that their vote is useless to not vote though - I wouldn't want someone with that little foresight voting.