Everyone has personal inclinations, based on their backgrounds and experience.
However, a 'Christian' is follower of Jesus Christ, thus might wish to consider the question of what Christ and his apostles, would prefer them to do. And how one would be viewed by them, if they chose to imitate the course of others, instead of Christ.
Here is what we know, and both the Bible and history, confirms this:
1. Jesus refused to accept political positions, and did not get involved in politics.
(Possibly, in part, because it involved allegiances to men, unwitting involvement with corrupt human activity, a share in human bloodguilt, slanders, bickerings, hypocrisy, the like.)
"But like the Holy One who called you, become holy yourselves in all your conduct, for it is written: “You must be holy, because I am holy.”- 1 Peter 1:16
2. Jesus' apostles also resisted the urge to become ensnared in human politics.
3. The First-century Christians also remained neutral, and did not get involved in politics, or support political parties.
4. In the 3rd-century, religious leaders began assembling in Rome, and associating with unbaptized politicians, while attempting to influence them, politically.
5. This 'nationalization' of Christianity by entry into the political arena, did not receive the approval of responsible Christian leaders who refused to take part in the proceedings.
6. Those that did not realign their first-century Christian principles, with this new political atmosphere, were not treated kindly. But they did so, based on their early-Christian heritage, and the Scriptures: "Unitedly become imitators of me, brothers, and keep your eye on those who are walking in a way that is in harmony with the example we set for you."- Philippians 3:17
7. Today, also, then; one must consider who one wishes to imitate, or follow.
"Become imitators of me, just as I am of Christ."- 1 Cor.11:1