If you want to send a proper message, vote Libertarian. Not because you agree with them (I personally abhor the party) but because it is the largest third party in the US. Your vote won't have an impact on the outcome of this election but it's your best chance for actually having impact since a sufficient number of votes for a third party can affect visibility and funding.

It really doesn't matter which 3rd party you vote for, so vote for whichever one you abhor less or like more.

The main thing is that you're entering a vote that isn't being counted in the Dem or Rep column.

If you don't vote then it doesn't count against the Dems or Reps at all.

Vote whichever 3rd party is easiest on your conscience, and you'll be voting against both parties that can't responsibly work together at the moment.

Scattered votes will have very little impact. The most impact we can have as voters in locked states is in concentrating on one party to boost for now. Party status and funding is based in part on percentage of the popular vote, so concentration is necessary for that visibility. While I wish it were more viable to vote in a manner I abhor less, I recognise it would be a better bet to shine light on the viability of third parties by bolstering one first.

I don't think you should vote for "any party." Some third party candidates may believe things you abhor. I really feel pretty strongly that you should vote for the best candidate (third party or not).