First, your vote is not your vote. Your vote belongs to Jesus Christ. You are merely exercising it in His stead. As such, as a Christian you can not vote for either of the major parties because they are the embodiment of evil. Voting for Democrats gives us international socialism. Voting for Republicans gives us National Socialism. Both positions are anti-Christ.
Thus Christians are in the position of voting for third parties such as the Constitution party. Now, it may be the case that such a candidate doesn’t win but when one votes third party they are hoping to have real influence in the major parties in an indirect fashion. Recall that Eugene Debs ran third party candidacies on the Socialist ticket several times in the early part of the 20th century. We all know he didn’t win. What we don’t remember is that the Democratic party eventually adopted large sections of the Socialist party platform that Eugene Debs ran on. The Democratic party moved towards the Socialist party, partly because of the influence of Eugene Debs and the votes he received.
The same could have been true of the Democratic party in 1972 and 1976 when George Wallace was shot. Wallace had run as an independent in 68 and brought those votes into the Democratic primary in 72 and 76. Wallace very likely would have won the nomination in 72 if he had not been shot and he would have likely won in 76 except because of a flare up in the assassination injury he received in 1972 he had to be carried into Florida on a stretcher. Florida went to Carter that year because people would not vote for a man for President who had to be carried about on a stretcher. The point here is that the Democratic party would have been changed by Wallace’s third party candidacy in 1968. Other examples could be elucidated. The point is that your vote for a third party is not a wasted vote because often the major parties move towards the third parties in order to capture their voter base in subsequent elections.