Well, Romney probably voted for himself during the 2012 elections. But the Huffington Post says:
Over the Christmas break of 2010, Mitt Romney and his family took an internal poll on whether he should run for president once more. Twelve family members cast ballots. Ten said no. One of the 10 was Mitt Romney himself.
This information comes from a book about last year's elections by Washington Post reporter Dan Balz, Collision 2012, which will be released in early August. I can't wait.