Do we as citizens have a duty to conform to society?

Regardless of belief, or make up do we have a duty to conform to societies conventions? At what point is it ok to break away from it? Where would growth be without some one challenging status quo? Where would innovation be? But at the same time conventions, traditions, are what we are told ties us as a people together as a society.

So whether we personally uphold different values in a public setting, or whether we challenge them what is actually being achieved and is there value to it?

Should we compromise ourselves and pay personally for some sort of perceived greater good?