Depends what you want to get out of it. Depending on how marginal your constituency is it might end up with a different party being elected as MP, in which case you're stuck with them. See Sheffield Hallam where essentially a protest against Nick Clegg ended up with the utterly useless Jared O'Mara being elected.
If there's no danger of it changing the winner, a vote for a party in a general election will result in that party getting additional public funding if they have at least some MPs.
But this is the joy of politics where parties are involved, in an election you have to take the party as a whole balancing positives and negatives.
This should have been an advantage of the referendum, it gives a clearer mandate on what the public want on a particular issue without being clouded by other issues. (e.g. there are both Leave and Remain supporters of Labour, because their policies in other areas are more important to those people than their Europe policy).
Aargh, Sheffield Hallam is a classic example of democracy not working well, or maybe it is! It proves voters are largely blind.
Until the 1997 it would have been considered safe Tory. In the aftermath of the Thatcher era, and some misguided words about Hillsborough from the sitting MP, it was lost to LibDems and seemed to have become safe for them. Until the coalition when Nick rather bravely went along with (was stitched up) increased student fees, and had his other leg chopped off when a big loan supposedly agreed for Sheffield Forgemasters was not confirmed. The youth vote was largely lost in a constituency where students from two large universities reside, and also the votes from those looking towards industrial regeneration. Against a strong Labour candidate he survived in 2015.
On the back of Oliver Coppard's excellent campaign the Labour party would have been expected to select him again. They didn't and selected O'Mara who has two legs but in all other respects has turned out to be the proverbial donkey with a red rosette.
The net result is that Labour has been discredited (rightly after such a selection disaster) but their more promising candidate for the next election starts with a big handicap.
Oh yes, Jared was going to resign on Tuesday so we could have a bye-election. Surprise, surprise, he's changed his mind.
Protest votes can bring bizarre results, and that's what we got in spades with the referendum.