A lot of people (most people?) think that voting for a third-party candidate is wrong. It's either throwing your vote away or it's enabling the "wrong" candidate to win. Roderick Long, at Bleeding Heart Libertarians, gives one of my reasons for voting for a third-party candidate.
And once one considers what other results one might be contributing to besides someone’s simply getting elected, the case for voting third-party looks even stronger. After all, the larger the margin by which a candidate wins, the more that candidate can get away with claiming a mandate, thus putting him or her in a stronger political position to get favoured policies enacted. So if one thinks that both of the major candidates would do more harm than good if elected (even if one is worse than the other), then making the winning candidate’s totals smaller becomes a public good to which one might choose to contribute – perhaps by voting for a third-party candidate (though also, perhaps, by voting for whichever of the major candidates one thinks is most likely to lose).
If you think both Trump and Clinton are unfit to be president, which I do, than this is a way to decrease the vote share for both of them.
I'm voting for Gary Johnson. I'm not delusional — I'm well aware that he won't win tomorrow. But my vote against both Trump and Clinton ensures that whoever wins, wins with a smaller majority than would otherwise be the case and wins with a smaller mandate than would otherwise be the case. It's an infinitesimally small contribution to the vote pool, but it's all I can do.