One other thing worth pointing out is that you don't necessarily have to vote for the same party in the national and local elections. This seems to be a tough one for many people, but local council politics are a very different thing to running the country. Think of the Government vote as your strategic vote for the long term; The Council vote is your tactical vote, and actually more likely to have an immediate effect on your life.
later
feorag points out that if none of the candidates appeal a spoilt ballot is a way of expressing a protest - but make sure it can't possibly be interpreted as a vote for any candidate! 