Voting the Protest Vote

Open up the window
Let some air into this room
I think I'm almost chokin'
From the smell of stale perfume
--Three Dog Night

Jim Rogers says that he 'will vote the protest vote' this election. This characterizes the problem that many are struggling with. A vote for what is perceived to be the lesser of two evils is still a vote for evil. Does one swallow hard and vote for the lesser evil, perhaps with hopes that the lesser evil will somehow see the light? Or does one vote for neither so that no evil is endorsed?