Based on past performance, voting will not change it, period. You either have to run for office yourself, donate millions in campaign funding, or work your way up the hierarchy in one of the two major parties.
Given that the maximum involvement most people desire in politics is visiting polling stations to vote twice a year, or maybe volunteering to help campaign for one specific candidate, my advice is to just vote for whomever would make you feel good as you exit the polls.
If you would otherwise stay home, you can still make a meaningful difference by voting for a third party, because there are percentage-of-the-total-vote thresholds (varying by state) that impact whether that party has to overcome a crippling barrier to entry (again) for the next election.
The third-party candidate is not going to win. But you can help prevent that party from being required to collect 50000 signatures (costing them $100000) to get on the ballot next time. If you hate both major candidates, this election is not really your fight, anyway. You can, however, vote for "better luck next time" by making a third party seem more like a serious contender.
Vote for the candidate that most closely reflects your desires. As long as the two major parties can always manipulate voters into "lesser of two evils" and choose between "douche vs. turd sandwich" or "stupid vs. evil", they will never have any incentive to change tactics. Vote for a single-issue party if you support their position. Otherwise, vote Libertarian, Green, or Constitution if you have the option.
Check your state's ballot access laws. It may be a better option to strategically not vote at all for a particular office, such as governor, to reduce the signature burden for ballot access in the next election.