There are grassroots local and regional candidates and issues where I feel it's much more important. The ones where you see the real-time results on the news as polls close, and the margin is in the dozens or hundreds, and a few bus loads of people could swing it.
That said, I've lived in battleground states before, so there may be an exception there. Realistically, though, national elections don't matter for many. The electoral college is, imo, very outdated.
Here is a list of close elections (state and national, in Canada , Australia, New Zealand, the UK and the US, some going as far back as 1832) https://en.wikipedia.org/wiki/List_of_close_election_results
In only 21 of them one person's vote mattered....