... often brings greater rewards than following orders.
You're told that near the end of one of the first missions you accept; if you kill the guy who comes to make the pickup shortly after, you pass the mission: "Tony's dead - but that's life. We got the sh*t back and made a profit. Good job."
Is there any other missions where disobeying orders has good results? I've never really been game to try other paths, as my perfectionist nature and the unforgiving nature of GTA gameplay keeps me well in line.