The second way is to go by your own beliefs and ideals. You don't accepts anybody's expectations, you form your own. You don't mold into society to blend in. Your world is colorful and exciting, but it's very hard to see where to go. The path is blurry and hard to see. You will probably stumble and stray off the path many times.
The thing is, there is no other way to follow "one's own" path other than to capriciously and systematically do the exact opposite of what is being commanded. At some point it stops being one's own choice, instead becoming a simple tantrum of disobedience, one giant "you're not the boss of me" scenario. Even worse, in terms of commanding the player to do stuff, this other path is as equally manipulative as the obedient one - the player is still utterly controlled by the commands, he's merely doing exactly the opposite thing this time.
Ultimately, by presenting the player with choice, it completely strips it from him by making it utterly binary. People growing up in the Soviet Union tell stories such as this - during elections, there was only one person to vote for. You had a choice - you could vote for him, or you could
not vote. I probably do not need to explain that this is not actually choice, and the same applies to this game: there's no way to go against the grain, as the grain is
all there is, no matter how you might try to travel along it.
Bioshock presents this beautifully and with a healthy dose of self-irony.
Loved attempts to present the point straight, and, I feel, falls far short of being able to really pull it off.