Is it wise to go against majority if one feels or thinks in a different way?

Please do not get me wrong: this has nothing to do with arrogance but honesty and integrity. Suppose you move to a new office and discover that many people, may be majority of them lack sincerity and tactfully employ malpractices. Rules on paper and rules in practice may be so different. How would you feel? Would you tell them that they are wrong (in this case you will surely be under tremendous pressure and survival may be difficult) or would you like to just accept the trend and go just like others (in this case you may feel guilty). Smooth survival and guilty feeling probably do not go hand in hand in every situation. I personally feel sometimes, that life is not fair, one reason behind being this. Life is difficult for the exceptional. There are many examples in history. For example, Galileo was severely punished since he stated (correctly) that the earth moves round the sun and not the other way. Anyway I am just trying to see what others feel about this. After all we need to survive (keeping in mind that our family members are dependent on us) and also live without feeling guilty of wrongdoing. How can one best compromise while living in a society with diverse nature of people and attitudes some of which are irrational and hurt?