It depends, honestly. There was a time in my life where I would fight at every turn in such a situation, but I can't recommend such a course. As the saying goes, you may win your battles but you're destined to lose the war.
In some circumstances, I will still fight. I will not be railroaded into violating my personal ethics. Thankfully, most of the time where such situations present themselves I can admit to wrongdoing and can recognize the need to improve in some area. There have been times where I feel punishment doesn't fit the crime, but then a wise man once told me "You're free to do anything as long as you're ready for the consequences". Even in these situations, generally the best solution is to tell the person your thoughts - rarely is someone screwed out of malice and therefore one's antagonizer is generally open to reasonable suggestion. In some situations there can be no negotiation and you're faced with a choice: suck it up or fight. Most of the time, the second option leads to far worse consequences.
I'd probably be willing to say learning how to pick your battles is probably the most important lesson you'll learn in life.
