Definitely national level awards are good. I think it's straightforward that the larger the scope of the award, the better it is. I think a good dividing line is whether or not you have to compete with people outside of your own school (e.g. a provincial or state wide fellowship) or if you are competing within your school but you are the top student, e.g. "top BS graduate at University X". I think awards like this are "worth" the most and that most applicants won't have something like it, so that would be a definite advantage.
In general, I would say if you are not sure about adding an award, just add it if your list is empty--the worst that could happen is that they ignore it. But don't go crazy and have a dozen meaningless awards--if you have a lot then I'd list the top 4-6 awards unless they are all very prestigious!