@Nullo Every rational person holds morality in higher regard than legality. You are not special in that regard. When morality comes into conflict with legality, morality wins by mere definition (since what is right cannot be wrong, but what is legal can be). Even those who take morals to be a social convention, and thus of similar origin to the law, argue that the conflict must be resolved in favor of morality.
Where it gets complicated is in determining what one’s moral obligations vis-à-vis the law are. While most agree that there is no duty to obey an unjust law, there are broad disagreements over what constitutes an unjust law. If the state is to be confined to a narrow set of powers, however, then it must necessarily be limited to laws concerning general societal concerns and not personal morality.
This is one reason that I disagree with the notion that laws are expressions of morals. Only inept societies straightforwardly translate their morality into a legal system. More able legislators understand that freedom is necessary for morality, and thus restrict themselves to laws that fulfill the functions of the state rather than using government as a means of judging all facets of society.
There are two broadly ethical concerns in this life: how to live with others, and how to live with ourselves. Morality is concerned with both, but legality is strictly limited to the former. The law must therefore allow people to do that which is immoral when that immoral action is self-directed and does not substantially undermine the stability of society. So while we disagree over whether or not suicide is immoral, we not resolve that issue to determine whether or not it should be legal.
This view of the matter is also fully compatible with your contention that legislation is not the proper guide by which one conducts his affairs. Indeed, this is necessarily the case when we understand legality to address only a subset of ethical concerns (where “ethical” means “concerning behavior,” just as the study of ethics—as understood in philosophy—is about the jointly moral and political question “how shall we live?”).
All this together, then, suggests exactly what I said above: that people shouldn’t do something is insufficient for claiming that they should not have a right to do it. It may, in fact, not even be possible to be moral in a state that outlaws self-directed behavior on moral grounds (this is part of John Stuart Mill’s argument against totalitarianism). As such, one who truly holds morality in higher regard than legality may be logically required to take my side over yours.