You may not "win" with your vote but it is definitely NOT throwing your vote away. Throwing your vote away would be not voting entirely which happens too often in the USA.
At least with a 3rd party vote, the growing disparity would at least signal to politicians that there is a larger (and growing) voting bloc that could be won. Or signals to the major parties that they are losing their support. Why should either politicians or the party's change if either A) most people do not vote or B) the people who do vote will vote for them regardless to ensure the other lizard doesn't win?
There is every reason in the world to vote. Just like there is a reason to vote for what you believe and not against what you are afraid of. Apathy is a bigger problem in the American voting system than first-past-the-post. (Even if the later may contribute to the former).