Not too late. Just ask Eugene McCarthy.
http://en.wikipedia.org/wiki/Democratic_Party_%28United_States%29_presidential_primaries,_1968
The New Hampshire/Wisconsin Democratic primaries were probably the biggest electoral achievements in recent American history, tbqh.
Be careful what you wish for though. Never know when you might have a slimeball like RFK who sits back and lets someone else do all the hard work, before trying to swoop in and take the benefits for themselves.
Third parties are never going to do well if they try to jump ahead and enter the presidential race. Start local and move up. Look at Vermont. They have a relevant third party in their state's politics, and it has elected representatives to national office (OK, just the one, but it's not like Vermont has a ton of Congressional seats at play here.)
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"Ahem! There is *sand* on my *boot*!"--Kefka
Black Turtle beat me, Yesmar in the Fall 2010 Guru Contest!