It also depends on what kind of political system you have. Here in the UK, the first past the post system makes it difficult to vote for other parties than the big two (Labour and Conservatives) as it'll likely be a wasted vote or split the vote for your political leaning. e.g. If you desperately want the Tories out of power, but do not like the increasingly rightwards stance of Labour, then most places you'll still have to vote for Labour or risk letting a Tory win again.