Generally speaking, it is assumed that obedience to the law is a good thing. The very purpose of the law is to be obeyed, and it is therefore assumed that we, as citizens, have a responsibility to obey it. However, this popular attitude is a result of the fact we have lost sight of God. See, as much as the people have a responsibility to obey the law, the government has a responsibility to ensure the law is worthy of obedience.
It may seem like a radical concept, but there are times when it is permissible to oppose the government and break the law. In a sinful world that hates God, it seems almost inevitable that ungodly rulers will seek to oppose God and His followers. One such evil ruler was King Darius of Babylon. Darius, under the influence of his governors and satraps, signed an "irrevocable" decree stating that anyone who appealed to any god or man, with the sole exception of Darius himself, within 30 days would be thrown into the lion's den. Daniel, of course, opposed this law. He continued to pray, even with his windows open, and did not fear the threat of the lion's den.
Of course, Daniel was caught, and he was indeed thrown into the lion's den. However, because of his faith, not a single lion struck him, and when he was rescued from the den, he didn't have a scratch on him.
There are several lessons from this account. First, sometimes, it is acceptable to break the law. No matter how much power a ruler thinks they have, no human being will ever have authority higher than God's. Thus, any law that prevents you from worshiping, or even obeying God must be broken.
Second, God can deliver anyone from anything. Whether a giant furnace or a lion's den, God is capable of preventing any harm from coming to you. If you are faithful to Him, He can deliver you, so you need not worry about persecution for obeying Him.
However, While God did deliver Daniel, sometimes He doesn't. If you find yourself under persecution, there is a chance God will allow it to happen. You may be harmed, or you may even be killed. Don't let that discourage you. Had it been His will, God could have spared Daniel's life even to this very day. However, Daniel is dead. But due to his great faith, Daniel did not die in vain. Today, he is in the presence of God.
In Romans 8:18, Paul tells us something incredible. “For I consider that the sufferings of this present time are not worthy to be compared with the glory which shall be revealed in us.” In other words, even if every bone you have is devoured by a lion, the reward you will receive in Heaven will be worth it. In this life, there are evil kings, prime ministers, presidents, all of whom make some of the most repugnant laws imaginable. But as Christians, we know that not one of these men (or women) has the power they believe they do. Eventually, they will find themselves in the den of the Lion of Judah, and every time they committed, or commanded sin will be held against them.
But as Christians, our fate will be different, because although there have been many times we have violated God's Holy laws, He subjected His own Son to the tyranny of evil men, who put Him to death on a cross. He died for our sins, and so, through faith, we will receive eternal life in His Kingdom, as if we had obeyed Him perfectly for our entire lives.