They like politicians who look like they stand for something - they usually don't understand or care what - and who might kick a little ass occasionally.
Yes, there are some people out there who might genuinely have a bit of a mix of Dem-Republican policy preferences, and of course there are ornery bastards who just like the idea that they're "independent" whatever their voting pattern is, but most self-identified independents are kinda clueless. After 8 years of Bush and the GOP there's really no excuse - pick a side if you can.