Is it not better to vote for the lesser-of-two-evils than to not vote at all?
Such reasoning encourages false hope and the participation in and endorsement of a system that leads ever downward.
If we don't vote how will our voices be heard in government?
Voting is little different than yelling from within a screaming mob. It is the mob that is heard not your voice.
Does failure to vote take away one's right to protest government actions?
Voting is not the price we must pay for free speech or citizenship. While it is our duty to honor governing officials, it is the responsibility of government to protect the basic human rights of citizens. All should declare these truths and work towards them. It is those who vote who should not criticize government because by voting they agree to democracy and its outcomes.
How can one affect positive change in society apart from voting?
See the What Can I Do? section of this website.