Do you think your vote counts?
Yes. Yes I do.
Are there certain levels of government that concern you more?
Whatever do you mean?
Do you research candidates?
Why, of course!
Are there issues that concern you more?
Good question. Complicated question, but good. The president's primary power is over foreign affairs. In the set up of our government, the Senate holds domestic power, so if you don't like the way things are here...the Senate should be your focus. If you don't like our relations with the rest of the world, the president should be your focus.
Now, that said, the president does have some (not a lot, really) domestic power, and the Senate some foreign power. For instance, the presidents military influence, judicial appointments, veto (ish) power, and ability to spend money are all directly affecting of our domestic state.
In any case, there are a variety of issues I look at in differing order. Primarily, our government leaders should ideally have the people (of the US, and then also the rest of the world) in mind first, but that doesn't always translate. That's why we call such offices being a 'civil servant'.
Anyway, the issues of business, religion, military, and social welfare (as in the way the government responds to the issues of the people, not the payment program which was an outcome of one such session) rank pretty high on my list. These are considerable areas of influence.