One doesn’t exclude the other. For sure, systemic changes are most powerful and freaking necessary right now, so yes - research your election candidates and vote!
But at the same time do everything you can on personal level. It probably means lots of sacrifices. Smaller and bigger ones. E.g. I can stop using car for most of the trips, however I have to sacrifice time, because pubtrans is not good at my place. But I still live in a city, where there is some pubtrans. What about people who don’t have it in their area, that don’t live in a city but in a countryside or suburbs? They have to sacrifice a lot more than me. Are they willing to? Would I be willing to if I was in their shoes?