I'd like to preface my opinion by saying nobody does what they know is right all the time. People are people, and we chose to do what we want, even if we know it's not right. Whether it's big or small, we go against our conscience regularly, it's human nature.
However, I think it's important to try to do what is right. Whether it's big or small.
If I'm ever in a grave situation, I'll do my best to do what I feel is right, and go from there with my head high. If you act out your conscience, I think it will all work out for the good in the end even if it hurts you personally.
But i'm sort of religious, so ymmv.
Runnin' on coal