Acts 22

Before Paul was taken away by the Roman commander, he was allowed to speak to the crowd. He gave his testimony about how he used to persecute Christians and how all of that changed when he met Jesus on the road to Damascus. When he said that God appeared to him in a vision telling him to get out of Jerusalem and that he would find safety among the Gentiles, the crowd erupted in anger again and began shouting for blood. The commander once again took Paul away so he could sort out what this was all about. Paul was ordered to be scourged so they could get the information they wanted, but he called on his rights as a Roman citizen. When the commander realized he was about to beat a Roman citizen who had not been tried, he backed down.

Suffering for Christ is indeed an honorable thing in God's eyes, but there is no need to undergo persecution needlessly. If you are blessed enough to live in a country that affords you certain rights, use them. Insomuch as it does not interfere with Biblical morals, we need to live under the laws of whatever country/city/state we find ourselves in. To be good citizens of heaven, we also need tobe good citizens of Earth - whether it's obeying laws or claiming the protection of the law.