If I win the lottery I'm starting the Conservative Party.
They already have one in NYC. It's not perfect by red state standards but it's more conservative than the Republican party in many blue states. The problem is that a more conservative party will not be viable until there is more of a realignment (I have the suspicion that we are alread seeing the disintigration of the Democrat party) or until there is a four party situation. All voting for a non-Republican conservative does right now is put a Democrat in office.