Your Vote Is Your Voice ... And That's All It Is
The best form of organization, Samuel Edward Konkin wrote in 1980's New Libertarian Manifesto, "is a Libertarian Alliance in which you steer the members from political activity (where they have blindly gone seeking relief from oppression) and focus on education, publicity, recruitment and perhaps some anti-political campaigning (i.e. 'Vote For Nobody,' 'None of the Above,' 'Boycott the Ballot,' 'Don't Vote, It Only Encourages Them!' etc.) to publicize the libertarian alternative."
But wait, replied Murray Rothbard: "Suppose we were slaves in the Old South, and that for some reason, each plantation had a system where the slaves were allowed to choose every four years between two alternative masters. Would it be evil, and sanctioning slavery, to participate in such a choice? Suppose one master was a monster who systematically tortured all the slaves, while the other one was kindly, enforced almost no work rules, freed one slave a year, or whatever. It would seem to me not only not aggression to vote for the kinder master but idiotic if we failed to do so."
SEK3: Poppycock! "Can you imagine slaves on a plantation sitting around voting for masters and spending their energy on campaigning and candidates when they could be heading for the 'underground railway?'"
That debate --- can voting be an effective activity in pursuit of liberty? Is it even morally acceptable? --- outlived Rothbard and Konkin, continuing among libertarians to this day.
Thomas Paine thought "it would be strange indeed if so celestial article as FREEDOM should not be highly rated," but it's just not on offer in the electoral marketplace. We may never get it, and if we do get it, we won't get it by voting for it.
On the other hand, history irrefutably demonstrates that most people will indeed "[sit] around voting for masters and spending their energy on campaigning and candidates" rather than risk the overseer's whip by attempting to flee the state's plantation.
Voting's not really good for much if freedom is the criterion, and not even especially effective at lightening our burdens --- we're each more likely to win the lottery than to cast the deciding vote in any sizable election.
But that doesn't make voting immoral.
Voting is the expression of a preference among limited options within a political system shaped and constrained by force.
The system is immoral.
The options within that system are usually mostly immoral (though voting against a new tax might not be).
Your preferences from among those options may be immoral too.
But stating your preferences (even between equally immoral options) is not, as such, immoral. It's just ... speech!
If I hold a gun to your head and a knife to your throat and ask you how you want to die, the immorality is mine for forcing that choice on you, not yours for choosing.
Vote, Or don't. Your call. I support your right to express your preferences (and maybe "send a message" with a third party vote), or remain silent. But either way, don't fantasize that you're really accomplishing much.