Or: "Be an Active Citizen.... please?"
All political systems tend to be characterised as distant and out-of-touch at times; especially the European Parliament. There are many factors in this: structure of the political parties/EP party groups, media attention, institutional structure/power balance, etc. These all contribute to it, but we should remember that politics is what we make of it too, and it tends to be shaped by those who are active in the process. So, please be an active citizen, and vote, even if the European Parliament seems remote to you.
Politics can only be changed through engagement, and often that engagement needs to be long term. We need to make sure our voices are heard, and are effective in being heard. Not voting and expecting the system to be more responsive to your needs and wishes simply doesn't work.
First of all, candidates want the job (in most cases), and want to win the seat. That means running an effective campaign, and getting enough votes. This seems like an obvious statement, but think about the effects it has - obviously the most effective campaign will be the one that gets the most voters on its side - not the most people, the most voters. What, after all, is the point of going after people who aren't likely to vote and wooing them with your policies if they end up not voting? It's a big risk going after such voters when there are "dependable" voters out there who will actually vote (and may even be persuaded to vote for a particular candidate). If you want politicians to adopt policies closer to your preference, then you have to let them know that your vote is up for grabs (and, if possible, what policies you'd want to see). Time, lack of activists and financial constraints on political parties also lead to a prioritising in campaigning.
A few years back a student's union advised its members not to vote until candidates came up with student-friendly policies - instantly removing the threat of an organised student vote against any of the candidates, and removing the incentive to change policy; especially since students as a group vote in fewer numbers.
Second, if possible, talk to/contact the candidates. Obviously a lot of people don't have that much time, but it is worth finding out not only what they stand for, and if they'll be responsive to your needs and opinions. Naturally they won't (and shouldn't) be very ready to change their policies to suit you, since they need to be consistent in their policy choices and with their party platform (if they have one). Still, repeated messages from the public will filter through the party machinery: if there's a policy area, and it's in line with their political philosophy, and there's a market for it, then they will change their policy to become more responsive. Question candidates, and if you don't agree with them, tell them why. (How else will they ever learn...? ;-)).
Third: make your voice count more by expressing your needs to the electoral forum that the election concerns. I.e. if it's a local election, vote based on local issues and your views on how your area can best be served. By voting based on something that's happening at another level of government, your are making your voice less effective. Think local councillors are lazy? Maybe they can afford to be, because come election time it's the national issue that a significant number vote on. Hold them to their promises and make sure they do a good job. You can help make a democratic forum more effective and responsive by focusing on the issues that it deals with.
Fourth: yes, there is that "but I'm only one person" aspect to the whole exercise, and, yes, these things are long-ish term. But the obvious come back is: "well, where else can it start?". Voting behaviour does make an impact. If a person's friends and family aren't interested in voting, then they may be turned off voting by that. By voting and seeing value in voting, you (may) help persuade your friends that there's value in it too - and the more people there are involved, the more likely the system is to be responsive to the people at large.
You can't expect a responsive political system if you have unresponsive apolitical people....