Democrats, independents, and others

If you want a president who will promote peace instead of war, vote for Ron Paul in the Republican primary.

In some states you need to be affiliated with the Republican party on your voter registration to vote in the primary (closed primary). In other states, as long as you are registered to vote, regardless of what party affiliation you have, you may vote in party primaries (open primary). And in New Jersey (and potentially elsewhere) if your voter registration is unaffiliated, you may go to the polls on primary day and declare a party affiliation and vote in that primary. You may then un-affiliate your registration after the election if you so choose.

Don't feel like you don't want to register Republican or vote in the Republican primary because you are not a Republican. And don't feel like it's "wrong" to vote in the primary because it is unfair to the Republican party if you vote as an outsider. In most (or all) states, primary elections are funded by tax payers. As immoral as it is to use tax payer money to fund elections for parties to decide who their best candidate is, this is the system that exists. As long as your tax dollars are going toward a terrible system, and you believe in voting, then don't hesitate to vote in what ever primary and for which ever candidate you believe will have the greatest positive effect.
(Of course some don't vote at all because they believe it gives consent to the system - Fair enough argument, but not one that I currently take.)

As far as I'm concerned, all tax payer funded primary elections should be open primaries.