Does it make sense to deplete all your existing SEM and use it for voting?
Yes it make sense to vote for your own delegate or for a pool because you will get rewarded with SEM for it (you will earn coins).
Just make sure you leave a little balance so you can unvote if you change your mind. It will take a normal fee of 0.005 to vote or unvote.
Ok, great! I get it now. Thanks!
Now if only I have more SEM to vote...

I think it will be a good idea to make post on how to mine/earn semux. Since it looks like it is quite complicated and different from the traditional mining. I will get on creating a thread to mine/earn semux for dummies.
PS: in the mean time it will be great to get the buy/sell thread unlocked so people can trade semux.
OTC Buy/Sell thread