"Why?" you might ask. Simple. The Republican Party generally is the home of conservatives, the Democratic Party of liberals. A vote for a candidate means that you want his or her party to be in control of that office or house of the legislature.
Therefore, when a candidate, especially to a legislature, is a conservative Democrat, the fact that you vote for him doesn't empower conservatism. It gives power to liberalism, because that person probably will not have that much power in the first place, especially if he or she is a freshman.
Also, people fail to take into account that they're probably being lied to in the first place. I mean, the candidate has to be picked in the primary in order to run in the general election. To get nominated, they have to pander to the base, who usually vote in the primaries. Once they get the nomination, they usually moderate their tone to get elected. When they do get elected, they can't just ignore the base that got them there in the first place, so they will govern so as not to offend the base, but the rhetoric will seem to be reasonable, although they easily show their true colors at times.
A prime example of this is Tom Daschle. Daschle has a reputation among the media as being calm and reasonable. No doubt this has contributed to his electoral victories. His record as an obstructionist, however, disproves this.
Party line voters have been portrayed as people that can't think on their own, that are too ideollogical, however I think it is the only way to ensure that your beliefs get advanced. An added benefit is that you won't have to guess what a candidate really believes, as politicians love to tell you that they're something they aren't.