Voting down the ballot

I remember when I was little, my dad always told me never to vote down the ballot for a certain party, because you never know who you're really voting for. When looking up candidates before voting, sure enough, I airways find that there are several candidates with wildly different policies than their party: ones that I can't support. However, those that argue that voting for their party to have the majority is more important have a valid point, too. So what do you think? Is voting down the ballot a good idea?