Nevada has an option to vote "None of these." In many ways, it's a so-called wasted vote, as it doesn't do anything except register displeasure - if "None of these" actually wins an election, the person who comes in second would take office. However, it is a very clear notice that can't be taken as anything other than "I took the time to come down here and let you know that none of y'all is acceptable in my eyes." Voting for a third party candidate as a protest vote can be seen as a vote for that candidate rather than against the main candidates.
And someone who takes office coming in second to "None of these" carries that stigma of knowing they were literally seen as the lesser of two evils. They can't claim a mandate. They can't claim that the majority supports their ideals or goals. And if they want to keep the job, they know they have to do better.
I really like living in Nevada....