Whilst I'm not in US with it's Power Duopoly system, were I've lived I've always made a point of voting in the elections I can vote, and if none of the options appeals to me, I just vote blank.
Abstention out of principle does get mixed with abstention out of laziness, out of disconnect from politics or simply because of not being able to go vote, but a blank vote is a statement of "I did go to the trouble of going to vote just to register my dissatisfaction with all available options".
I've also been on the other side (manning a voting place) and I don't recommend spoiling your vote (if voting with a paper ballot) as whilst the people talling the votes will indeed see your beautiful artistic depiction of male genitalia or read your strongly worded message of disgust with the selection of candidates available, it won't go beyond them as in the tally it just gets mixed with people that incorrectly filled-in the ballot (such as multiple marks, marks significantly outside the box or, in the US, hanging chads).