I'm not sure how many states have this rule.
In New York, Rudy is almost certain to get the Republican nomination. Therefore it makes sense to hold off and see if your support for a third-party candidate is needed. In states where you don't lose that right, or where the race is close, it makes sense to vote for a pro-lifer in the primary.
We start signature-collecting season October 30, so it is coming right up. I don't think anyone has the time to do a survey of all 50 election laws, so my humble advice is to be aware of the voting laws in your own state, check out the probability of the winner, and make an intelligent decision with forethought.