You're talking about the presidential races which are one-on-one and therefore different. Where it is absolutely essential to vote for any Republican over any Democrat is in the House and Senate races. In Congress, all that matters in the end is "counting noses." If there are more Democrat noses than Republican noses the Democrats win a ruling majority, get to appoint committee chairs, etc.
The math is inescapable. Voting against your own interests in order to send a message is not rational and is highly unlikely to be effective. The only rational plan is to take over the party from within.
I am voting for certain Republicans in AZ, as I always do. I will NEVER vote for a Republican who supports amnesty, as it will destroy our economy, and then our country.