The federal government can be frustrating because you have so little influence over it, what with over 300 million other voters and undue influence from capital.
You have a lot more power over your local government. That's also where you're more likely to find a candidate you like, rather than settling for "not moustache-twirlingly evil". To the extent that you can, get involved! Donate your time, money, or yard sign space.
Not only can you influence these elections, but people elected to city councils and state legislatures go on to run for governor or federal representative. Start building a pool of competent people who share your priorities and support the policies you want to see enacted. There is no better path to a just, sustainable future.