Depends on the model of PR you go for, in NZ we have MMP and on the party vote side of things you can't say I vote for this party but not Joe Bloggs.

If you look at the Australian model, you actually can do this. You can either vote above or below the line (forget which is which), with one you vote for the list the party derived, the other you select the party and then rank all of their candidates. In practice thou the majority don't rank and it is sort of irrelevent that you can.

IMHO, even with individual candidates it is more or less the party they represent that decides the winner anyway.