I do certainly think that there are times when a person must act against the voice of reason. This is particularly true when emotional decisions must be made.
I can think of two good examples in my life. First was the decision to get married. Rationally, a person should probably never get married. You have no way of knowing for sure that you are marrying the right person and that your marriage will last. But if you listen to that voice of reason, you will never get married. Second was the decision to have children. We had no way of knowing if we were ready or if we would make good parents. But you can never be sure so you just have to go against reasonable doubts.
I, too, agree that sometimes one's inner voice of reason must be ignored--I do it every time I get on a roller coaster, in fact. Since you placed this question in The Lord of the Flies group, though, I think I'll give you a more literary discussion for a moment.
This is an allegorical novel, one in which each of the four main characters represent one aspect of what makes us human and whole. Ralph is our physical nature, Simon is our spiritual self (or soul), Jack is the inherent sin nature we all have, and Piggy is our reason or sense. Taking that into account, the question is whether or not the boys should have ignored Piggy. They did, and look where it got them.
Piggy's was the lone voice of reason; we often heard his ideas out of Ralph's mouth, but the ideas were all Piggy's. He's the only one who had the capacity for fire (his specs), the element which both killed and rescued them. He was the keeper of the conch, knowing the island was better off with order and structure. He wanted to makes lists and be organized, but no one thought that was particularly fun or worthwhile.
They ignored him and they eventually destroyed (killed) him; and we know how things turned out after that. Despite his death, Piggy was able to save them through the fire they so misused. The voice of reason did prevail, but at what cost.
So, should one listen to the voice of reason? In The Lord of the Flies, the answer is yes--it must at least be considered rather than consistently dismissed. In life, admittedly the answer is less well defined.