Approval voting allows voters to support as many candidates as they wish. One advantage is that voters have weak or no incentives to vote insincerely. However, the exact meaning of this statement depends on how the voters' preferences over candidates are extended to sets. We show that, under a combination of standard, well-established assumptions on extended preferences, voters always have a strongly sincere best response (a best response ballot such that every approved candidate is strictly preferred to every disapproved one) given other voters' ballots. An analogous result for sincere best responses obtains under weaker conditions. The results hold for arbitrary preferences over candidates, allowing for indifferences but covering the extreme cases of dichotomous or strict preferences. As a corollary, we show that the classical strategy-proofness result for dichotomous preferences (Brams and Fishburn, 1978) holds for a larger class of preferences on sets than originally assumed.