The idea of voting third party isn't to get that person in office, although we'd love that. The idea is to advance the political agenda of that third party. More votes in the national election can translate into more influence, I think. I forget exactly the details, but something good happens with funding for campaigns if, for example, a Libertarian candidate gets 10 percent of the pop. vote.
Anyways, the idea is that (we hope) if a given party sees "Hey, we're losing votes to this third party because of issues X, Y, and Z," that the powers that be will (hopefully) get the hint and attempt to attract those votes in the future.
I'd argue that we've seen this in some cases.