Ah, well, my biggest mistake was forgetting to vote while I was living in California. I figured it wouldn't matter, since it would take a miracle for California to not vote for Obama. But stupid Prop 8 passed, which surprised me.
Statistically, no, it isn't. And never will be, no matter where you live. Voting is important because it's an exercise of your rights as a citizen. You vote to prove that you can vote.
Your chance of deciding the election is incredibly low, but if you do decide the election the payoff is enormous. I don't recall if it was Nate Silver or someone else that calculated it, but it basically came down to "what's deciding the political future of 350 million people worth?"