People who say their vote doesn't matter are actually saying one of two things: 1) they don't really care who wins, or 2) because the majority of people may not agree with them, they feel there's no point in voting. The first one is kind of annoying, but the second one is more so; just because your vote is a tiny fraction of the election doesn't mean it's not counted. You voting for someone who is less popular isn't just throwing the vote away, it's "cancelling" a vote for another candidate, or at least taking one potential vote for them away.
Regardless of all that, the worst part about our democracy is that people who vote tend to not actually know what they're voting on. I had a friend who was voting early today and he was willing to talk about his opinions, only shortly before revealing that he doesn't actually know anything about things like the props. and wasn't going to bother voting on them. To me, if you're going to go vote on a president but can't take the time to review your local government decisions as well, you shouldn't be allowed to cast a vote that's counted. To me, democracy is great because the people as a whole get to make decisions about their government, but the biggest downfall is that there are a scary amount of people who don't actually know what they're talking about and are just voting on one or two issues, instead of all of them.