I do not condone overriding group policies on systems in a corporate network as a general rule.  The policies are setup for a reason and are there to help and protect you.  No, really.

However, sometimes you need to override some to get your job done or sometimes are not appropriate.   For instance, I am a fervent proponent of the locked desktop.  So much so that I reflexively use winkey-L when I get up from my desk.  As a fail-safe, I set my screensaver duration to a ridiculously low value.  Ah, but our networking folks have set group policy that is more lenient and restricted users from modifying it.  So as an admin of my box, I went around the policy and set it back to more aggressive values. 

Now I can defend my position as tightening security as opposed to violating policy, but my actions are still wrong.  The following link is to Mark Russinovich's excellent article on circumventing inconvenient group policies.  Read it at your own risk:

Circumventing Group Policy Settings