Well, if you have (or are planning to become) a delegate, you can try to influence the GOP platform- its hard to do, but we can try. We can also keep working to help RP-like candidates in other races (congress, state assembly). More importantly, we can keep spreading the message and build support for the ideas Dr. Paul espouses. Who knows, maybe Ron will run again in 2012, or maybe a like minded candidate will come along.
If you are, like me, a Libertarian who came to the GOP just because of Ron Paul, you can support the LP candidate. I know, its just as much "tilting at windmills" as anything else, but in a summer sure to be dominated by McCain vs Obama (or even worse, Hillary), it might make you feel better.
Or we can all just start drinking heavily