I've always been mixed on my opinion of the value of voting for independents in major elections.
On one hand, voting for an independent can sometimes lead to a worse outcome than just voting for the party you usually support (e.g. a vote for Perot was a vote for Bill Clinton). But, on the other hand, sometimes both major party candidates are worthless so why not make a political point and vote for something new (e.g. Dewine and Brown)? I guess the pragmatist in me says, "Why waste your vote? Isn't a bad Republican better than a good Democrat?"
According to this article from realclearpolitics.com, votes for the Libertarian Party in Missouri and Montana cost the Republicans the Senate.