Our votes absolutely make a difference! The votes of the citizens of this country are the most important factor in elections. Sure, there is the electoral college, but that is based heavily on vote totals. It is very rare to see a candidate win through the electoral college without having won the majority of overall votes.
Our political system is hardly perfect, and it makes sense that people wonder whether their votes even make a difference. In some districts, it seems like individual votes may not. But numbers are counted in all kinds of ways, and votes are noted, even if it doesn't make a difference in a particular election.
Our votes for elected officials do make a difference, but it is up to us as the electorate to hold elected officials accountable. We see this front and center with the current GOP congress, many of who were elected based on promises made, yet they have not followed through. The voter needs to take care of business and remove these people.
Our votes are unimportant for several reasons. For one, I'm not convinced that the tallies are accurate; numbers can be fudged if a candidate is unwelcome to the most powerful echelons of society. Second, as was seen in the case of the Bush election in Florida, a governor can override the popular vote if there is any possible idiosyncracies in the tabulations.
At the national level, our votes do not directly effect the outcome. Instead, a state's popular result influences the electoral college. If say New York has a 51-49 majority for one candidate, there is nothing saying that the proxy cannot vote for the other one.
Finally, even if a candidate wins a clear majority and the electoral college votes according to each states's majority, it is always possible that he or she will not win the electoral college and will not be elected to office.