This election is going to be bad for conservatism no matter what the result. I think the tendency is for conservatives, even those who don't like Trump, to think that a victory for him would still be marginally better than another Democratic presidency. That may be -- but then again, it may not be. I know the primary reason for this feeling is that it is the only hope of keeping the Supreme Court from being completely liberal. This is true, but I'm not sure this is a winning battle in the long run. Conservatives hope the Supreme Court won't invent new "rights" and entitlements that further expand government and limit freedom, but liberals have little to fear from an activist conservative court because conservative justices are, on principle, opposed to activism from the bench. Moreover, the court system as a whole is so filled with liberal judges that conservatives often need the Supreme Court to overturn lower court rulings that have already been made and set a precedent. Unless something is done about this systematically, it seems like conservatism only stands to lose in the long run.
But let's assume that appointing a conservative justice or two would be important victories, and let's assume, further, that Trump would actually appoint the justices he says he would. That still leaves a lot of areas for him to mess things up. We already know he is opposed to free trade, and there is hardly any way to hurt the country's economy more quickly than throwing up trade barriers. He has taken a strong stand against illegal immigration, which could be a benefit although his way of talking about it often reinforces liberals' worst stereotypes about conservatives.
Apart from those issues, it's hard to tell exactly what Trump believes. He has taken a conservative stance on most issues, but he has held other views for much of his life. (His views on immigration were apparently different just a few years ago.) Whether he is pro-life or not I don't think is particularly salient, because there is little that can be done at the national level relating to abortion, and most of what can be done is in the purview of Congress rather than the President. I don't know if Trump is strongly pro-2nd amendment, but he certainly doesn't seem to be strongly in favour of gun control, which means we would not normally expect any major initiatives from him to upset the existing situation (which is, on the whole, favourable to 2nd amendment supporters). My sense is that his views on government as a whole are decisively not in favour of smaller government. His rhetoric is that he wants to make government work better, not that he wants to limit its role in society.
Here's a crucial point: the worst government expansions occur under Republicans, because they bring half the Republican party with them. I supported George Bush, but in retrospect his domestic policy was a huge step backward for those favouring individual action and less government interference. And then Republicans have nothing to complain about when a Democrat does the same thing. A Trump presidency would be Bush 2.0, only worse, I fear. After pushing Bush into the presidency, I cannot back another candidate who is not decisively in support of smaller government.
Then there is the problem with Trump's personality. I can hardly conceive of all the off-the-cuff things he is likely to say in four years at the top of the government, many of which will be offensive and/or hint vaguely (or not so vaguely) at threatening his opponents, which I expect to include many Republicans as well as Democrats. All of this will reflect very badly on the Republican Party in whose name he ran for office. The next Republican presidential candidate after Trump will have to spend an inordinate amount of effort proving that he is not Trump, which will detract from his main message.
Some of this is true already, of course: even if not elected, Trump will loom large in the next election. But imagine how much larger he will appear if he has served in the highest office for four years (or eight). One of the reasons that I refuse to support him is that I will not be making excuses for the party for his behaviour in the future. I will, of course, support any conservative candidate nominated, but if anyone starts an argument with "What about Trump?...," I want to have a clean conscience so I can say I didn't support him and do not take responsibility for any actions he takes. No candidate for president is perfect, as we all know, but there is a difference between electing someone who makes mistakes and one who is known to act in a certain way as a matter of habit.