Clayton Christensen, in his book and article ’How will you measure your life?’, discusses what he learned about how to live a life of integrity. Among other things he says:
It’s easier to hold to your principles 100% of the time than it is to hold to them 98% of the time. If you give in to “just this once,”…you’ll regret where you end up. You’ve got to define for yourself what you stand for and draw the line in a safe place.
I think this is relevant, both in the small things — whether to work out today when it’s raining — and in the larger decisions which help us be proud of our lives.