I think it's unethical if someone is only doing it to game the system. A primary is supposed to be an internal party function to help it choose its candidate. As such, only party members or clear fellow travelers should participate.

It shouldn't be illegal -- do we really want people to have to somehow prove they're really, truly a Dem or Rep at heart before they can vote in a primary? But it should be frowned upon, not encouraged.

12th, you raise a good point about having been shut out of the Republican process, leaving only the Dem primary to participate in. But the primary is not the general election; you're not being disenfranchised if you can't participate. Rather than vote in a primary for a party you don't support, featuring candidates you would never vote for in the general, you should abstain: Wait for the general and cast a vote for the candidate you actually support.

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Man up.