Well, if McCain WERE a Conservative, I'd be wavering. But voting for him is choosing between a radical (Obama)and a liberal (McCain). We've got to have an alternative, for America's sake if nothing else.
And as said before, if you live in a state where McCain is going to be soundly defeated, you are throwing your vote away, whereas if you vote third party, that is noticed and can make a difference in coming elections...keeping the Republicans from making the same mistake again, for example. BUT there is another consideration. If you vote for someone whose vote totals are so small that the media don't report them, nothing is accomplished that way either, except for your peace of mind. When I advocated a consideration of making a statement with a vote for a third party candidate, that assumes that there will be enough others voting with you to make a statement. Only Bob Barr and Ralph Nader are in that category. The other dozen or so third party candidates will not draw enough votes for anyone to notice...and being noticed is the whole point.
BTW, I don't follow what you might have in mind when saying that the time to support a third party is before the election. How would that accomplish anything--to put up a third party candidate and then not support him?
As for the polls, it's unfortunately true that they have been pretty accurate in the past few elections, although only certain polls (so you have to know which one to lean on) and only with the presidency. The further down the list of candidates one goes, the less reliable the polling.