Which is a pragmatic view that is for the most part true, but it doesn't address the fact that whoever gets your first preference gets about $1.50 of your taxes (see this post by artbroken via lokicarbis for more info).
But also one would like to think that your vote counts on a less tangible level - that even if a preference gets passed on to the next candidate, that preference sends a message about how you really feel about the issues and personalities of politics. And since every single preference gets taken into account in the senate vote, it's the perfect forum.
So, what really counts is who are these people and what do they stand for?
I'm just going to cover the first in each independent group, and ignore their running-mates. If you really want to know about candidate number 2, feel free to do your own research.
GROUP I: Joseph Toscano - The Anarchist
Has previously stood on a "vote for nobody" platform à la Montgomery Brewster. This time he actually has some policies, like giving the people the ability to fire MPs mid-term for not performing. Did I say policies? I meant he has some really stupid ideas.
GROUP P: John Perkins - Secularist
Apparently the Secular Party were unable to get their name on the ballot and instead go on as independents. Or maybe they don't want to have Secular Party next to their names because they think it will lose them votes. Anyway, as the name suggests, their primary platform is one of the seperation of church and state. I personally think Australia does a reasonably good job of this, but it is a concept I support and makes a nice counter to the Family First types that are running. They also support individual freedoms - gay marriage and all that stuff that the church hates.
Group T: Joseph Kaliniy - Serial Candidate
This guy just seems to like getting his name on ballots. There's very little info on him out there, apart from the fact that he has previously run as an independent in the Victorian state election and for that Republic debate committee thing. From the latter I at least know he's a monarchist, and his preferences head towards the Libs via the DLP, so he's obviously socially conservative. Doesn't sound like my kind of guy, but YMMV.
Group V: Tony Klein - Policy Black Hole
A direct quote from Klein's website: "I am not bound to any specific policies when it comes to my role as Senator. I am not easily influenced and I will approach the Senate with no specific agendas or policies other than my life experience and background." So, Tony, what you're saying is that you have no intention of telling us where you stand on important issues, but you expect us to trust you to vote the "right" way because you're such a gosh-darn nice guy. Dude, you are making a mockery of politics, get the fuck off my ballot paper.
ETA: After writing all that, I discovered a far more entertaining analysis of all the candidates at this post by matcha_pocky. Again, thanks to lokicarbis for the link.
Also, reading that made me realise that there are some independents with no group voting ticket. I really can't be bothered writing about them myself, so if you really want to know about them, click the above link. But, really, with no above the line option, they are going to get about as many votes as they have members of their immediate families.