Student Pilot News published an article today that is directed toward student pilots and their interactions with ATC, pilots and passengers. While it assumes that the reader is a relatively inexperienced pilot, the content of the article is applicable to pilots of all experience levels.
The bottom line is that you are sitting in the left seat of the airplane are the pilot in command. If another pilot suggests that you do something or ATC gives you direction to fly in a way that makes you uncomfortable, say no. What someone else thinks you can do or would like you to do to make their job easier does not take precedence over what you as the pilot in command consider safe operation.
The article gives what the author thinks are 8 times when you should seriously consider saying no to a request to fly a certain way.
Think about it.