I'm tired of the same 'how can you possibly vote for Gillard/Obama/flawed mainstream not-that-progressive party' arguments that I see again and again from passionate political friends (or the alternative 'why vote at all you are just supporting the evil system'). Many of you reading probably understand all this fine, but I feel the need to rant, so indulge me.
How to vote:
Understand that choosing the lesser evil of two evils is usually fundamental to voting. Not evil at all is seldom on the menu. And once it has got to the ballot stage, there probably isn't much you can do about it.
If you live in in a jurisdiction that has preferential, or optional preferential, voting (e.g. Australia) you should vote for the parties in order of preference, putting the ones you like the most at the top. But you should realistically assess which parties actually have a significant chance of winning, and the order you number those parties in probably makes more difference than anything else about your vote, so consider it carefully, even though you may dislike them all. .
If you live in a jurisdiction that has first past the post voting (e.g. US, UK, etc) you have my condolences for your poorly designed democracy. You should probably ignore the parties that you like, but that have no chance of winning at all. You should probably choose which among the parties that have a realistic chance of winning you hate the least, and vote for them.
And here is the important part, the crucial part. Realise that voting is about 1 hour, very roughly 1 day in a 1000 (may be up to roughly 1 in 1500). So, voting takes up very roughly about 0.01% of your time. And voting is a pretty effective form of political activity in terms of how to spend those few minutes every few years. If you are disappointed in having to choose between evil and eviler on the ballot, or annoyed that the act of voting gives you a very limited amount of engagement with the political system, recognise that you are free to engage with the political system in other ways in the remaining 99.99% of so of your life.
You can join a lobby group!. You can start a lobby group, or a campaign! You can join a political party, and campaign within it for better policies and better representatives! Write about issues in social media! Talk to people!
Addenum: If you are lucky enough to live in an area that has a voting system like Hare-Clark or other such sophisticated alternative, you are probably going to have to research individual candidates in some detail, and it is particularly worth your time to look at major party candidates that are not getting a huge amount of promotion from their party. And if you are voting in a multiple position/multiple candidate election (e.g. the Australian Senate or most Upper Houses) you should definitely put some thought into voting for relatively minor parties, because the preference system often throws up something unexpected for the last position on the ballot (e/g/ the DLP in the 21st century), and very few of the parties can be trusted to make sensible decisions. So it is worth having some idea who all those minor guys way down on the ballot are. Hope you enjoy it!