1. Credibility, beliefs, principles, possibilities...
2. Will the Republicans, in times of scandal between the NSA spying and Abramoff giving money to Republican congressmen and the president, show how much they are willing to sacrifice their own standards by doing whatever the president wants and using the "Nuclear Option?" People who encourage us to not filibuster and vote no say they definitely will. But if they don't, Alito will not be confirmed. If they do, then we can say, "Look at these congressional Republicans who will do whatever they can to support the President, even when his approval rating is only 36% and when so much is on the line regarding the NSA spying and Abramoff scandal." (they could embellish a little more here)
3. If we take your premise, which is that we shouldn't bother filibustering because he will just get in anyway, we should apply the same exact standard to voting no. Why bother voting no if he is just going to get confirmed anyway? Why not vote yes? I mean Alito is SOOO confirmed already, so it won't matter. (I'll go even farther) I mean, the Republicans are just going to win anyway, so we might as well just switch parties now and get it over with. What's the point of fighting now?
If we are going to go to war anyway, why bother voting no or filibustering on the Iraq War Resolution? I mean, it will help us in elections. (YEAH! That turned out real well, didn't it!)
If reasons 1 and 2 aren't good enough for you, then maybe the cognitive dissonance shown in 3 should make everyone realize that filibustering is the only option for Democrats.