One of the email discussion groups I'm in went into an off-topic diversion about politics, and someone raised the following arguments against Christians participating in politics (after giving some purely secular arguments against siding with a political party):
I also prescribe to Jesus words to not be any part of this world. He didn't
participate in politics when he was on earth even though many of his
followers wanted him to. His kingdom was not of this world, so why should
mine be? It doesn't matter what country you live in or what party you
belong to, we are supposed to be Christians. We should follow Christ and
not politicians that claim to be Christians.
I think this is an unfortunate attitude. I would say not just that it's not wrong to vote, but that I as a Christian have a responsibility to vote. There's enough to suggest that Jesus' command not to be of the world doesn't mean not voting, because how you vote might just be one way of being in the world but not of it.