Does one obey his/her religious beliefs when they are in conflict with the laws of the state?

I believe that in the play, "Antigone" by Sophocles that one does not obey his or her religious beliefs when they are in conflict with the laws of state because Creon believes that all should obey the laws set forth by him, even if other beliefs in their moral or religious state. But Antigone on the other hand, who is a citizen of this society, believes that the laws of the gods should be obeyed …

…law, then they are taught they will go to hell, or another place depending on their religious belief. But, in my opinion it's hard to tell who should get the better side because when it comes down to religious laws versus state laws, then who would get the advantage? My own personal opinion would be for the person with their religious believes to move out to another society and see how it will work there.