Interesting statement. It pretty much sums up Canadian politics. It's really the only way to vote sometimes.
I'll give you an example. I knew a fellow who was running in his local riding for a Christian party. It's a very small party that most have never heard of. Their moral stands are quite good. However, the three leading parties he was running against were the Conservatives (which most Christians would normally vote for), the Liberals, and the NDP (basically a socialist party). The Conservatives were expected to win, but with so many Christians switching their vote to this new guy, they almost lost. Everyone knew (including him) that there really was no way for him to win the seat, being a small, independant party in a town where Christians are the minority). If the Conservatives didn't win, it was going to be the Libs or the NDP (can't remember which one was second in votes now).
So voting for this fellow nearly allowed one of the very liberal parties to win the seat, actually due to people simply voting for the candidate that most represented their beliefs. There are times when that's not the most effective course of action. After a recount, the Conservative member did win the seat by something like five votes. So no perminant damage done. But it was close.