march to (the beat of) (one's) own drum
To do something, act, or behave in a manner that does not conform to the standard, prevalent, or popular societal norm. My brother's eschewed the idea of a full-time career and has had every oddball job you could think of, but then he's always been happy marching to the beat of his own drum. Look, I respect the fact that you like to march to your own drum, but do you have to make a point of doing everything in a counter-cultural way?