That is to say, game the system by looking at the rules and vote for someone you don't actually believe in. (In the primary.) Whether or not that rises to the level of being dishonest is up to you to decide.
(The "new" rules are that the "less likely to win" candidate may be harder to determine in the current political climate.)
If you’re in a caucus state, that process might be different; I’m not sure.
Of course, nothing prevents you from being a member of whatever party you want, though there are sometimes laws prohibiting when you can change your registration. Oftentimes, you're prohibited from changing your registered party affiliation within a month or so of the primaries.
What it affects is which parties' primaries you can vote in.
You can vote however you want in official elections.