There are certainly clear differences between parties, otherwise people wouldn't be fighting each other over who gets elected. I like to think of it via a mental picture though - the American political system is like a line: on one end, you have the republicans, and on the other you have the democrats. Moderates and independents generally fall somewhere on the line between the two extremes. The issue is that the line they all lie upon is actually just a one-dimensional slice of a higher dimensional space (like a plane, to make it simple). My political beliefs lie on that plane, basically equidistant from both of the potential parties. It is therefore basically impossible to get meaningfully closer to what I would like to see by supporting either party, so in that sense "there is no difference between them."

I actually feel empowered by thinking that way though, because it eliminates distractions (politics) in favor of actual meaningful actions I can take in my own community (building things, helping people, etc.). If politics is removed as a tool, then problems no longer look political and you can do something about them that is ultimately much more effective than voting (in my opinion).