Sorry to burst your bubble but that's not necessarily what democracy is about, and I encourage you not to hide under the rhetoric of "democracy" for some opinion of yours that really isn't founded in democracy.
FPTP voting sucks and will never work. Look at any real democracy and you will see that the party-system has even more weight than it does in the US (UK, France, etc). That means people pretty much vote for one of two major parties and then the legislature elects an official to represent them. The US is very similar.
Fuck plurality systems where everyone votes for their personal #1 and then too many people are left with a less than ideal candidate. If you really want to look out for your self-interest, you need to be aware of the system in place and understand that voting solely for "who/what you believe in" is not beneficial to yourself.
Ultimately the majoritarian system like the US means that the elected president will have received at least 50% of the country's vote. The only scenarios it can be less in are where you have a notable third party candidate, like Perot or Nader. Still, the US system prevails because of electoral college.
At the end of the day, if your candidate for one of the two parties doesn't end up winning the nomination, tough shit. Your party has spoken and their word is final. It makes no sense, both practically and ideologically, to vote third-party or write-in the candidate who just lost the nomination. While you may feel like the candidate who won the nomination isn't your first choice, he/she's probably your second choice, or third choice, or is at least favorable to you. If you decide to go against the system and vote for the candidate who bests represents your self-interest, don't be surprised when you end up with a president who doesn't represent your self-interest at all.
The point of voting in our democracy is not to be like a middle school voting for class president using a first past the post system. It's to elect an official who satisfies the needs of a majority of the population.