I compare their policies, then vote the Democrat.
Really, honestly, if a Republican or Independent (or whatever else) was more in line with the direction I'd like to see the world move, I'd vote for them instead of the Dem. But that hasn't happened yet.
If it's a race that I'm not well informed on, I pick up a voter information flyer, usually available from my polling place. If I don't care about any of what a person is running on (school board elections, in particular, seem basically to be beauty contests), I abstain.