I like a lot of what Gary Johnson stands for, and he was great in Team America. But if I had a vote, and lived in a state that could go either way, I'd vote Obama, just to try and keep Romney from winning.
As it happens, if I did jump through all the hoops necessary to vote, it would be in NY. So if that were the case, I'd definitely vote for a 3rd party candidate, since NY is pretty much a lock for Obama, no?