All Muslims belong to one sect or another, even if they are not aware of it. (Or, sometimes multiple sects) The beliefs and practices they have learned reflect the views of a certain group.
Because Sunnis are the majority, usually "simply Muslim" means "Sunni". (That is, there is no neutral zone.) Of course, within Sunnism there are also varying groups.
There isn't a single answer from shari'ah to this question.
Generally speaking, Muslims have a choice of whether or not to vote, and whom to vote for. Many Muslim leaders today encourage voting so that Muslims can also exert some influence over society and develop a stronger public identity rather than being an invisible group, and to try to direct society on a good course. However, as you point out, in some cases, there may be no good option.
In some cases, Muslim leaders such as maraji' may give direct guidance on voting.
Muslims living in every country should abide to the laws and regulations of the country as far it does not contradict with the Islamic rules. For example,alcohol is forbidden on every Muslim wherever he lives,but paying taxes does not contradict with the Islamic rules. Regarding some governments who support aggression against Muslim innocent people,the Muslims who are citizens should do their best avoid in supporting any aggression,as much as they can. Muslim citizens in such countries are not responsible to change the policies of the government. If it is out of their ability but they should always try to make themselves well represented and demand peace and justice through the rules and regulations of the country. We are responsible to counter injustice as much as we can but not responsible to do things which are out of our ability's.
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