NY, CA and several other liberal states tend to have people who call themselves "conservatives" (folks like me). We tend to be libertarian leaning economic conservatives who don't identify with religious culture war stuff (war on christmas, the gays are gonna get you).
We get ignored since our vote doesn't matter. This leads to national candidates who are basically Democrats with a little bit of Jesus thrown in (e.g. Bush, Romney), albeit answering to different special interest groups.
I think your beef is more with the national security conservatives than the religious ones, religion is orthogonal to economic conservatism and often employed in its favor (megachurches hating on 'socialism', etc)
I'm referring to spending lots of money on subsidized medicine (Busy, Romney), assorted redistribution schemes (Bush, Romney), increasing the regulatory state (Bush), more executive power (Bush), opposing freedom of political speech (Romney), opposing free speech on the internet (Bush, Romney) and pushing/subsidizing real estate speculation (Bush, Romney).
Of course, military and entitlements need to be addressed as well but reducing healthcare costs is obviously a priority of his as is reducing military spending.
Maybe you should just vote democrat.