"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.
In my country some people stick around in the voting place to watch how the votes are counted. As long as somebody from your preferred political party stays, you don't have to stick around.
The paper system is very open source already. So open that even non-developers can understand it.
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).
I guess you trust the mail service and the people on the receiving end to properly record your vote.
I prefer the day of (also in CA), where you get to put it into the counting machine yourself—at least then I know it was counted at my polling place.