No, voting 3rd party is totally legit. Well, it would be, except this election, issue X is really super-really important, in that if you don't vote for one of the two established parties, your vote doesn't count and someone will be forced to come to your home and rape you and your wife. And probably your children as well.
This time around, it's supreme court justices. The world will come to an end if we don't have the right SC justices. And only D (or R) can hope to find the right candidates that will prevent the Earth from suddenly being thrown out of the Solar System.