At least a democrat won't be a wolf in sheep's clothing (NY Mayor Bloomberg). I won't vote for them just because they're members of the republican party. A message needs to be sent.
Some message. How much effort did you put into getting Conservatives into the primary?
"I will hold my nose no more. I refuse to be taken advantage by NJ's country club RINO republicans."
This is a perfect example of how to deal with RINOs. Vote for a better candidate in the primary! If your "better" candidate wins, you won't have to hold your nose to vote for a Republican.
Even if your "better" candidate doesn't win, but makes a strong showing, it can provide leverage to make your Senator into "better" Senator when (if) he gets reelected.