It has been said that sometimes we must choose the lesser of two evils. I believe that this is a false dichotomy and since the lesser of two evils is still evil, evil is inevitably the winner.
In such cases there is almost always a third option.
Let's say there is an election and both of the candidates are terrible, but one is slightly more terrible than the other. What is one to do?
To my mind the right thing to do is to stand on principle and refuse to vote for either.
When utility is the deciding factor in such cases we have stepped out onto a slippery slope where principles become more and more compromised.