More often these days it's common to find a voter who doesn't identify with the Democrat or Republican parties. And the desire for another choice isn't new.
Interesting that 52% of Republicans (and a whopping 60% of the Tea Party) want a 3rd party, but only a third of Democrats do. I think the reason may be that Democrats are satisfied with the status quo, because no matter which of the two major parties is in power, the trend is in the same direction, with government growing ever larger and more intrusive, especially at the Federal level. And Democrats love big government.
Republicans, on the other hand, while they've cheered on an insane (and insanely expensive) foreign policy since 9/11 (and they may be starting to come to their senses on that) really expect change when they send Republicans to Washington, it's just that they never get it. There is a good chunk of the Republican base that really wants a smaller government, plus a large and growing libertarian element within the party as well. Ron Paul's popularity is part of this rebellion against the Tweedledee vs Tweedledum choice we are given in almost every election.
The misguided part of all of this desire for a different political party, is that politics will not be the ultimate solution to the tyranny of the state.