Voting "third party" isn't throwing away your vote; it's owning your own vote, and denying ownership to someone else who thinks that they ought to control it.

In the current American Electoral College system, I certainly DO understand the reasoning behind voting for the D/R candidate that you hate the least, in so-called "swing states," where your vote really might make a difference, but if you live in a solid "Red" or "Blue" state, your vote will get more attention going to a "Third Party" than it will if it is just one more vote for the winner or the "loser."