Local Voting

You can vote in local elections if you are on the voting list (which many of us aren't - well done that man!). In the smaller municipalities where most foreigners live, our vote does make a difference. A town hall can be won or lost on just a few votes... maybe even just the one.
Of course, there are those who can vote but won't because 'it's not our country', or 'we are guests here' (Oh yeah? Where's your invitation?) or 'we don't know the issues'. Normally, the voters do know the candidates, or people on their list; and in small communities, it's not about party politics, so much as personality politics. There are good socialist mayors, there are good conservative mayors too. 
Some local politicians are there for the opportunities. Madrid has long attempted to curtail their powers, but local mayors and their senior councillors often leave politics far richer than when they arrived. They are active in preparing the local urban plan (which will often feature land they have recently acquired, or land that receives a favourable consideration following a short but intense talk with the owner). There are commissions to be won for putting up new street furniture or proving jobs or choosing one supplier over another. Sometimes this activity doesn't matter so much in the Great Scheme of things, othertimes it does.
Not all local politics is about the monetary opportunities. Some others want to climb from their municipality into provincial, regional or even national politics. That's ambition.
Other local politicians are genuine hard-working people who sometimes even forego their salary. They may have given their time and energy to help their communities. Feel proud of them, as many will cross the street to avoid them, or plot their downfall by buying one of their councillors. 
Voting is important, because it makes it your responsibility too, when the town does well. 
Remember also, that four years down the line and following the implosion of the UK thanks to Brexit, the chances are good that we Brits will lose our vote in local elections in Spain.