Hm, I've never been asked to do anything illegal. I've been asked to do stuff that was plain daft, and have refused outright: that's been tense, but ultimately when we lay out our reasons, we can bludgeon our managers into at least a compromise.
Lone hero? Loose cannon.
We had one here. He got results fast, users loved him, but he cut corners and after six months had left a huge, horrible hairball of a mess. So we fired him.
Systems that require a hero are crap systems. You need at least two people at the top with the ubergoober passwords (domain admins, switch admins and the like). Then you hand out task-related access in a nice granular fashion. That's big-systems-admin 101.