Voting is the last step. The candidates have been decided, primaries done, and campaign mailers and radio ads have been going for awhile. Then you vote. It's over. Someone wins and they fill the office for the allotted time.
Actions between elections amount to writing to, calling and leaving messages, and possibly even talking personally with the person in office. You have an opinion? Let it be known. Beg, plead, educate.
Exercising your right to vote is important. I really believe that. But most of the real decisions are decided before that in campaigns, caucuses (kind of like voting, I admit), and party conventions.