As for me, I luckily live in a non-presidential democracy, which makes things easier. It means that the Parliament, and not the president, has the power to pass laws. As a result, you don't have to vote to any of the two major parties (though we have two major parties). You can vote to any of the smaller ones, and if the small parties have enough seats, they can make a difference in the politics of the country.
So far, it's been fourteen years in which none of the parties, wether mainstream or small have been trustworthy... But I always vote anyway.
You see, my country had to endure a civil war (from 1936 to 1939), then a famine (because just after the war, Europe got into WWII and no food or supplies could enter the country), and then 39 years of dictatorship, plust three of transition, to have a democracy, that begun in 1978. People in my country (some of them close relatives) have fought, have bled, have died, have suffered hunger and repression, to get us here. I am not insulting or devaluating their suffering by not voting. I always go to vote. If I think the governing party is extremely bad, I vote against it. If I think none of the parties is good enough, I vote for any of the ones who won't have power, just to bother the major parties and force them to dialogate with someone else. But I think that being informed and going to vote is a must. It's a right that's been paid with blood, and I'm going to use it as much as I can, even if it's only reduced to my holy right of kicking the ass of whoever's ruling at the moment. We can't create good politicians, but at least we can fire the bad ones
And some of us are trying to create good politicians, too