"At least then I know that I put it in a machine physically, which gave me psychological comfort, but no actual verification that my vote was counted."

^-- Fixed that for you.

But seriously, at some point, unless everyone sticks around to watch everyone else's votes being counted, there has to be some level of trust with the system. The only thing we can do better is to make vote counting machines' code open sourced and have the code signed with a trusted Public Key Infrastructure of some sort.

When you do mail-in voting, your ballot has a tab you pull off with a number on it. You can check on a government website whether or not your ballot was counted using this number (though it won't show how you voted).