There are some guidelines, I'd like to say I wouldn't break the law... but even that's not very solid.

Say a boss wanted me to J-walk, I'd do that -- but I wouldn't participate in fraud.

Tough to draw firm/lasting lines, it's an ongoing consideration. I use the word 'no' a lot -- it doesn't hurt

edit: One thing that helps with this instead of stopping at 'no' is continuing with, 'instead...'

Elaborating on what I'd prefer to do instead, either for moral/legal/administrative fatigue/whatever reasons