The little known John Steinbeck novel To a God Unknown might serve your purposes fairly well. It is a novel that examines the nature of belief, but in it we several characters who rebel from society and from family in a variety of ways. The novel is rather dark, but is nevertheless a great read.

You've gotten a lot of novel recommendations here, all great; I will add some other types of literature here.  "discussion" mentioned Emerson, Thoreau, and Whitman, and for good reason -- Emerson and Thoreau were basically the fathers of Transcendentalism, a literary movement highly based around independent thought, and some critics also consider Whitman to be a sort of Transcendentalist.  Specifically, look at Whitman's "Song of Myself," one portion of which declares the great quote, "I sound my barbaric yawp over the roofs of the world!"  Thoreau wrote an excellent essay titled "Civil Disobedience", or "Resistance to Civil Government", on which Dr. Martin Luther King, Jr. based many of his writings, including King's great "Letter from Birmingham Jail".  Finally, take a look at some of the great Harlem Renaissance writers, including Langston Hughes, who wrote poems such as "I, Too, Sing America" and "Let America Be America Again" (coincidentally, good partner poems with Whitman's "I Hear America Singing"). 

You've gotten a lot of great suggestions here already. American literature isn't my strenght, but I will add to the list:  Edith Wharton's  Ethan Frome and her short story, "Roman Fever". Richard Wright's Native Son might also be a good one to consider.  Nathaniel Hawthorne's Scarlet Letter is another good example of this theme.

Modern books might include Keasey's One Flew over the Cuckoo's Nest; Updike's Rabbit, Run; Franzen's Corrections.  These explore essentially American struggles for identity and independence in the midst of conformity and facelessness.  More feminist novels might include Chopin's The Awakening and Hurston's Their Eyes Were Watching God.

Perhaps the greatest novel about American individualism is Mark Twain's The Adventures of Huckleberry Finn, which T. S. Eliot and Ernest Hemingway both agree is the great American novel.  Hemingway said, in fact, it is the novel from which "all modern literature comes..."  This picaresque (novel about a rogue) shows Huck on an episodic adventure, (mainly) alone in an unjust American society.  Through ironic wit, Twain shows why it's better live outside pro-slavery society.

There's also Melville’s Moby Dick who likewise resonates the “No in Thunder”

Henry David Thoreau’s Walden, Civil Disobedience: he chose to live outside pro-war (Mexican War) society

Hester Prynne (Scarlet Letter) as adulteress, forced to live outside Puritanical society

Other good choices:

Invisible Man

Billy Budd, Bartleby the Scrivener

The Catcher in the Rye

The Great Gatsby

Beloved

The Declaration of Independence

My Antonia

Lolita

The Crying of Lot 49