The first step then is voting system reform so you're not throwing your vote away.

Otherwise you are, literally, throwing your vote away. It's pointless, unless in one step you can go from zero to clearly outstandingly victorious.

Many countries use some sort of ranked voting system and it works quite nicely for this. You still often end up with two main parties anyway, but third parties can gain the support they deserve by virtue of people agreeing with them instead of having to focus incessantly on tactical voting (= lesser of two evils).