In how many US presidential elections did the 3rd party voting affect the outcome? The '2000 US election where Nader played the spoiler is the most recent one, and it has certainly affected the world in profound ways (for example, the Iraq war likely would not have happened, 9/11 or no, the market regulation might have been tighter, etc.).

I would say that if you estimate the number of likely 3rd party voters in your state to be insufficient to change the election outcome in your state with, say, 95% probability, then by all means, vote a 3rd party, otherwise vote strategically.