Generally, I lean towards when in Roma do as the Romans do. Now, being a temporary visitor, or tourist, is very different than relocating to a new place for a significant period of time or permanently. I think we should have tolerance for new immigrants and tourists who might not be familiar with our customs yet, just as I would want if I am visiting someone elses country or region. Over time though, I think people should conform to the expectations of their community. They moved there for a reason, right? Sometimes the culture of a society is intwined with the success of that country, and if the country appeals to you, you might need to pause and understand that possibly their way of doing things contributes to why that country, city, community is successful.
Also, you can have both many times. You can keep traditions, foods, and language in your home, while adjusting when outside at work or in other public arenas.
Moreover, it is not necessarily one way is more right, sometimes it is simply different.
Sometimes it is hard though. When it has to do with personality traits it can be difficult to adjust. I have found some places to be more passive aggressive, and I find that very difficult. I am more straight forward, more discussion oriented, and quick to give opinions, but open to hear others.
I pretty much conform with little difference here in the south, having grown up in the north, but some are difficult for me. One stand out is Miss firstname. I use it if someone specifically asks me to call them that, but I never come up with that myself. If someone calls me Miss Firstname I ask them to please call me firstname. If it is a child, I allow them to call me miss firstname, because it seems here what they deem as respecftul in this regard matters more than what the individual prefers to be called.
I wonder if southerners have ever noticed when they call an 800 number no one ever uses miss firstname, and that we never see it on TV, unless it is specifically a southern show?
Spitting is disgusting, and having grown up NY and DC area, I will never get used to it, or find it acceptable.
Which leads me to following the law of the country. Pretty much I feel law comes before your own traditions.