While I am generally of the opinion that voting is usually pointless.  Third party voting does more than throw away a vote.  For certain third parties, the number of votes they get allows automatic ballot access the next election, which frees up resources to actually campaign as opposed to spending time and resources on ballot access.  The goal, in the US anyway, is to eventually be able to effectively fight the duopoly and give voters an actual choice as opposed to what we have now.  Of course, if a third party were to actually get some traction, they would probably sell out in a second as politicians are wont to do. 

 This is why Dems and Republicans fight like hell to get third party candidates off the ballots or require ridiculous amount of signatures to get on in the first place.