By voting for non-conservative republicans, it just moves the party further and further to the left. Sometimes you have to take one step back to take two steps forward.
The exception to this is when it is a Republican running if a very liberal state. In that case, you go for the most conservative guy that is electable.
You do that in the primaries. Electing Dem candidates instead of supporting the GOP nominee makes no sense. You are taking one step back towards political impotence. The power of incumbency makes it difficult to gain back seats. Are you suggesting that if we can't defeat Lott in the primary, we should vote for his Dem opponent or not vote at all?
The exception to this is when it is a Republican running if a very liberal state. In that case, you go for the most conservative guy that is electable.
That encompasses most RINOs. And then you have the case of very red states electing Dems, e.g., Montana and North Dakota.