Usually the right thing to do is obvious. Other times... during my MTT deployment one of the hardest things we had to do as a team was sit down and get consensus about how much corruption we would tolerate in the Iraqi officers we advised. If we, per "doing the right thing all the time" as preached by [take your pick: Army, USMC, Service Academy, etc] doctrine, had decided to tolerate zero corruption, we would have had to push for the firing of two-thirds of the Iraqi officers in our battalion; the remaining one-third, we didn't have solid evidence on.
The integrity vs. loyalty dynamic is in my opinion the hardest one for leaders to negotiate at the small-unit level. The terrible choice between either not ratting out your buddies (loyalty) or standing up for what is right (integrity/ethics) has always been, and will always be, one of the demons haunting the profession of arms.
The problem is, where do you draw the line. Doing things by the book would have destroyed our ability to advise the Iraqis effectively, but "going native" and completely abrogating any semblance of professional ethics wasn't a choice either, obviously. We did end up purging the battalion of a couple of guys who were particularly egregious; this had the ancillary effect of getting the less-corrupt guys to tone it down a bit.
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