My dad voted for Perot, as did I in my school's mock election at the time. He regretted it in the end, attributing his own vote to doing nothing more than causing Bush to lose, but there's never shame in voting for who you think is the best candidate for the job.
In a nation of 300+ million people, having two realistic choices isn't remotely enough to cover everyone's viewpoint. Two parties is much easier for people with money to bribe. It's a good setup for average folks to lose in class warfare (and those of us who work, have indeed lost). Even the convenience store has more than just Pepsi and Coke.