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Let's talk about "throwing your vote away" by voting for a candidate that "has no chance" of winning. In my state only one candidate will have any chance of winning in November. If I vote for someone else have I thrown my vote away. Do you feel the same about neighboring states where the other candidate is the only one with any meaningful chance of winning?
If your answer is that I should vote for your preferred candidate regardless of their chance of winning my state because I have a moral duty to oppose the other guy, then why should I not vote for a third party candidate and oppose both morally bankrupt parties?
@antares The key is that if your state has given you a vote, well then that's your vote to use however you wish for whatever goal you wish to pursue, and one voter's goal can be entirely different from another voter's goal.
So the idea about throwing your vote away relies on the premise of what the goal is and whether the voting choice does or does not contribute to that goal.
Maybe one of your neighbors has a goal of using his vote to affirmatively promote the candidate of one of the major parties, while your other neighbor has a goal of using his vote to support one of the parties themselves regardless of the specific candidate, and another neighbor has a longer term goal of wanting to influence what future candidates may be on the ballot.
Those, and many others, are entirely reasonable goals, and they would advise completely different voting strategies, none of which would be throwing the vote away.