Movement is not necessarily progress. More important than your obligation to follow your conscience, or at least prior to it, is your obligation to form your conscience correctly. Nobody -- remember this -- neither Hitler, nor Lenin, nor any despot you could name, ever came forward with a proposal that read, "Now, let's create a really oppressive and evil society." Hitler said, let's take the means necessary to restore our national pride and civic order. And Lenin said, let's take the means necessary to assure a fair distribution of the goods of the world. In short, it is your responsibility, men and women of the class of 2010, not just to be zealous in the pursuit of your ideals, but to be sure that your ideals are the right ones. Not merely in their ends, but in their means. That is perhaps the hardest part of being a good human being: Good intentions are not enough. Being a good person person begins with being a wise person, then when you follow your conscience, will you be headed in the right direction.
Scalia schools other commencement addresses in his.
The whole thing is well worth reading.
A close runner up:
Indeed, follow your star if you want to head north and it's the North Star. But if you want to head north and it's Mars, you had better follow somebody else's star.
Indeed, never compromise your principles. Unless, of course, your principles are Adolf Hitler's. In which case, you would be well advised to compromise your principles, as much as you can.