Ethics: Should We Vote Third Party?

As you no doubt have heard, despite the already massive gains of the Republicans in the election last week, several more seats would have been won if only third party candidates (most notably Libertarians, but also the Tea Party in a few cases) had not been running. Since this ultimately means that Democrats (who are even less liked than Republicans by these voters generally) retained their seats, these third party votes or candidates wound up helping the least desired candidates. Does that mean that a vote for third parties is always wrong because of the spoiler effect or because it winds up helping your enemies? Do third party candidates do anything useful to offset this problem?

Links:
Why third parties? (About.com)
Third parties leave a mark (CSM)
What are third parties for? (Essay)
Third party rising (NYT)
Third Party in the United States (Wikipedia)
Why Dr. Dobson Is Wrong About Rudy (Andrew Tallman)
Instant-runoff voting (Wikipedia)