As I understand it, you can declare which party's primary where you wish to vote, and they stamp your voter registration card with the party designation. You should have received a new registration card since the last primary, so your new card won't have any party stamp until you vote. If you want to go to the republican caucus, you must have voted in the republican primary. Otherwise, no one cares.
In my case (Texas resident), I will vote in the republican primary, for Huckabee. Not that I like Huckabee that well, but McClain needs to recognize he has some fence mending to do.
I'm voting for Romney. That way I can try to prevent either McCain or Huckabee getting a majority in my congressional district or in the state. If a candidate gets a majority in a congressional district, that candidate wins all the delegates. This is also the case with the at large part of the delegation. If any primary candidate gets more than 50% of the vote state wide, all the at large delegates will go to the winning candidate. If no candidate gets a majority, then the delegates will be divied up proportionally among the candidates getting 20% or more of the vote. I want McCain's feet held to the fire a little longer.
And I'll be voting for a black man for party candidate in the primary, Alan Keyes. He won't ge the nomination but he is a conservative and I don't want McCain and the party bosses using Huckabee as VP to "win" me over. I want someone else.