go your own way

go (one's) (own) way

To proceed, act, or do things in a direction or manner as one so chooses or desires, especially as is distinct, separate, or different from that of others. After meeting resistance with her partner about how the business should be run, she decided to go her way and open her own law firm. Tom doesn't have a huge amount of friends, but I've never worried about him; he just likes to go his own way in life, and that's fine by me.
See also: go, way
Farlex Dictionary of Idioms.

go your own ˈway

do what you want, especially against the advice of others: Teenagers always go their own way, and it’s no use trying to stop them.
See also: go, own, way
Farlex Partner Idioms Dictionary
See also:
  • go (one's) (own) way
  • worldly
  • worldly desires
  • earthly
  • earthly desires
  • watch the clock
  • eat one's cake and have it (too)
  • eat one's cake and have it, too
  • a catch-22 situation
  • Catch-22
References in periodicals archive
Lindsey said he was delighted by her return to the group, whose hits include Go Your Own Way and Don't Stop.
Mac are set to go [...]
If one association is a bit wobbly, this may be a time when it can be transformed into something better, or perhaps it's best for all concerned if you decide to go your own ways. If finances have tightened up, a new beginning can give you cause for hope.
Your Stars
YOUR numbers tell me you have both wanted to go your own ways for years, yet neither of you have made any real moves.
STARS: PSYCHIC POSTBAG