In the UK, if a small-c Conservative has no one to vote for, that citizen should ask themselves whether there's someone they really should vote against and cast their vote accordingly, holding their nose if they must. In the last UK election, I didn't get the impressions that either side was particularly dangerous to democracy or order, so maybe an abstention is justified. I think that this upcoming US election is a little different.
Weimar Germany had a proportional system and the responsibility of actively voting against Hitler moved from the citizen to the citizen's representative in the Reichstag. The SPD just couldn't bring themselves to support the KPD and box the Nazi's out. They opted to temporize and accommodate. Then the rule book was torn up, and it all went to hell in a handbasket.
Both electoral systems can exhibit pathologies if the parties responsibly for saying "no", the citizen in a FPTP system, or their representative in a PR system fail in their responsibility.