To clarify: Your individual vote for president doesn’t matter enough on a larger scale for it to be “wasted,” a common label given to those voting their conscious and/or third party. This is an unsupported claim at best and manipulative at worst.
Historically, no presidential election has ever been won by a single vote, neither has any state's electoral votes been decided by one vote or even a handful. Note that this is true when the nation had 1.5% the population it has today, so it's even less likely to happen now.
By the numbers, me voting is similar to me not voting because my individual vote isn't significant enough. Using data from 2016, Wyoming had the least amount of votes at 256,000, and California had the most at around 14.2 million. That means your individual vote makes up between 0.000007% and 0.0004% of total votes in your state.
Referring to concepts in game theory and behavioral economics, the majority of those who vote will almost always be attracted to one of two opposing tribes in what they perceive as a zero-sum game.
Obviously the audience for this message matters. Most of my friends live in solidly partisan states like Utah, Oklahoma, Hawaii, and California, where your individual votes really don’t matter because current polling and past elections clearly show these states will go a specific way.
I’m not saying everyone shouldn’t vote or should vote third party. I'm also not talking about local, state, and other federal elections. I am only saying what I've said – calling it a waste when someone votes their conscious is unfounded at best and manipulative at worst.