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Republican John McCain showed Election Day optimism by flashing a thumbs-up sign Tuesday after casting his ballot for president at a church near his home in Phoenix.

McCain stepped out of a sport-utility vehicle with wife Cindy and son Jimmy as a small crowd cheered "Go, John, go!" and "We love you!" One person carried a sign that read, "Use your brain, vote McCain!" Jimmy McCain is a U.S. Marine who served in Iraq.

The McCains walked into the church, cast their ballots and left within minutes. The Arizona senator signed a poster and gave the thumbs-up sign before leaving without speaking to reporters.

Earlier in the morning, McCain could be seen on the patio of his high-rise condo, pacing with a cell phone in one hand and a large cup of coffee in the other.

"In a way I'm kind of sorry that it's over because it's been exciting," McCain told ABC's "Good Morning America" in an interview broadcast Tuesday. "I mean, it's been one of the most incredible experiences that anybody can have."

Shortly after voting, McCain flew to a rally in Grand Junction, Colo., and he planned to visit a volunteer site in New Mexico before returning to Phoenix. That's a break from his Election Day tradition of watching a movie before election results begin to come in.

The 72-year-old Senate veteran vowed to fight for every vote even as national and state battleground polls found Democrat Barack Obama with a measurable headwind into Election Day.

A blizzard of late polls showed Obama leading in most competitive states, leaving McCain with only the narrowest possible path to victory Tuesday night.

"I think these battleground states have now closed up, almost all of them, and I believe there's a good scenario where we can win," McCain told CBS' "The Early Show" hours before the polls opened. "Look, I know I'm still the underdog, I understand that.

In Chicago, Barack Obama and his wife, Michelle, were among the first to vote after polls opened Tuesday at Chicago's Beulah Shoesmith Elementary School. They cast paper ballots in side-by-side booths with 10-year-old Malia and 7-year-old Sasha looking on.

"The journey ends, but voting with my daughters, that was a big deal," the Illinois senator told reporters later.

At times while he completed his ballot Obama grinned at his daughters and whispered to them. His wife took longer to fill out the lengthy ballot with several local offices up for consideration, and at one point Sasha hugged her father's leg looking impatient. Obama later joked that he had to check who his wife was voting for after she took so long.

The family was ushered inside ahead of a line of their Hyde Park neighbors that wrapped around the block and cheered upon their arrival. Fellow voters inside watched in silence and snapped cell-phone pictures.

Obama kissed the cheek of the poll worker who took his ballot, then watched while she fed it into a machine. The crowd broke into applause when a smiling Obama held up his validation slip and said, "I voted."

Obama voted a few minutes after William Ayers, the 1960s radical who lives in the neighborhood and whom Republicans tried to link to Obama in the campaign. Ayers did not answer a question about how he voted from reporters waiting inside for Obama's arrival.

Afterward, Obama traveled to Indianapolis for final campaign stop to encourage voters in Indiana to support the Democratic candidate from next door. He helped about two dozen members of United Auto Workers Local 550 in Indianapolis work the phones at their union hall.

"I think we can win Indiana, otherwise I wouldn't be in Indiana," he said.

Obama was targeting other swing states in the final hours of voting by doing an hour and a half of satellite television interviews from a Chicago hotel room. The interviews were with local news stations in Florida, Pennsylvania, Colorado, Virginia, Ohio, North Carolina, Nevada, Missouri.

Later he planned his voting-day game of basketball with friends and staff — a habit he liked to stick to in the primaries for good luck — before watching returns at a Chicago hotel room.

After the race is called, he planned to address supporters from a stage built especially for the occasion in Chicago's Grant Park.