That depends. Do you think Chris McCandless was a hero and somebody to look up to. Or do you think he was an idiot?
There isn't a correct answer to your question. It depends on who you ask. I know how Chris McCandless would have answered. Chris would have said it's better to eschew norms and pursue your own interests. In chapter 6, Chris writes the longest letter he will write on his two year "adventure" to a man named Ronald Franz. The letter is the closest thing to an admission of why Chris does what he does, and why he thinks that others (like Ron) should do the same. Here is a small section of that letter.
"So many people live within unhappy circumstances and yet will not take the initiative to change their situation because they are conditioned to a life of security, conformity, and conservatism, all of which may appear to give one peace of mind, but in reality nothing is more damaging to the adventurous spirit within a man than a secure future. The very basic core of a man’s living spirit is his passion for adventure. The joy of life comes from our encounters with new experiences, and hence there is no greater joy than to have an endlessly changing horizon, for each day to have a new and different sun. If you want to get more out of life, Ron, you must lose your inclination for monotonous security and adopt a helter-skelter style of life that will at first appear to you to be crazy. But once you become accustomed to such a life you will see its full meaning and its incredible beauty. And so, Ron, in short, get out of Salton City and hit the Road."
Chris was all about going his own way. "F*** the government" is a quote from him in the very first chapter. That's not just how Chris felt either. It's how he lived. He didn't do his taxes, and when he did, Chris would falsify his name and birth date and everything else. He saw no reason to take anybody's advice, unless Chris asked for it. He burned his money, and he turned away many potential friendships. Even when someone like Wayne Westerberg begged Chris to stay and help out because he was shorthanded, Chris said that he couldn't because it would get in the way of his great Alaska time table.
"By mid-April, Westerberg was both shorthanded and very busy, so he asked McCandless to postpone his departure and work a week or two longer. McCandless wouldn’t even consider it. “Once Alex made up his mind about something, there was no changing it,” Westerberg laments. “I even offered to buy him a plane ticket to Fairbanks, which would have let him work an extra ten days and still get to Alaska by the end of April, but he said, ‘No"
Chris McCandless is nothing new, and Krakauer points that out by comparing Chris to many other equally doomed Alaskan adventurers. Beyond that though, Chris reminds me of a men like Emerson and Thoreau. Both of them encouraged going your own way, eschewing norms, and pursuing your own dreams and interests. That mentality is what a lot of "Civil Disobedience" and "Walden Pond" are about. Even Ayn Rand's character Howard Roark reminds me of Chris. Roark wants it done his way, or it's not worth doing.
All of those men would say that it is better to pursue your own interests. But I don't think it is better. It seems to me that Chris and the other men that I listed made their lives more miserable and more difficult by being as estranged as they were. They would each disagree vehemently with me. They would claim that they are really living and "sucking the marrow out of life." Fine, but Chris still died from starvation because he couldn't find enough marrow to suck on in Alaska.
My main argument toward conforming to societal norms and expectations is that by doing so a person is able to live in community with other people. I don't mean in an actual neighborhood. I mean community in the sense that the people around you are more like family. They have your back in good times and bad. Chris had some of that, but for every person that Chris let get sort of close, he pushed another dozen away (especially his own family). Conformity secures a person more help. Following societal rules allows for more opportunities as well.
Part of me is jealous of people like Chris. But most of me sees what Chris had to give up in order to be like he was. For me, it's not worth it.