Yes, although if you go against ATC and it's not an emergency, they may tell you to call a special number and answer some questions (get in trouble with the FAA, have your license suspended, etc). The general idea is to listen to ATC and do as requested unless doing so would put you, your airplane, another airplane or the ground in imminent danger.

ATC are humans too, just like pilots, so mistakes sometimes happen. ATC has a larger picture, but pilots are on the scene up close. The important thing is that we work together to keep everyone safe.