Your vote wont be seen as a 'big F U' when that's exactly what they want you to do. Firstly, Penny was chosen because she would be direct competition for Skye and secondly, out of all the intruders Penny seems to be the one that will make it the furthest. So you're hardly sending a message when you're voting for someone that is widely liked.
If anything you should be voting for Tom, the naive housemate that the producers haven't paid any attention to and predict will be the first one out come eviction day.
Or better yet, start a campaign and get voters to stop voting all together. How hilarious would it be if no one voted and they couldn't evict anyone?