When in Rome, Do as the Romans do?

The world is much smaller than ever before and travelling and changing or acquiring new citizenships are much more common than ever before in history. The world says "When in Rome, do as the Romans do". But is that how we are called to live? We were born as citizens of this world and the Bible tells us that following the ways of this world and living according to our sinful nature will bring God's wrath.
Romans 8:5-6
Those who live according to the sinful nature have their minds set on what that nature desires; but those who live in accordance with the Spirit have their minds set on what the Spirit desires. The mind of sinful man is death, but the mind controlled by the Spirit is life and peace.

As Christians, we are reminded that we are pilgrims passing through this world and our final and lasting citizenship is in Heaven! We need not live as a slave to our sinful nature as it has been conquered by Christ.
Philippians 3:18-21
For, as I have often told you before and now say again even with tears, many live as enemies of the cross of Christ. Their destiny is destruction, their god is their stomach, and their glory is in their shame. Their mind is on earthly things. But our citizenship is in heaven. And we eagerly await a Savior from there, the Lord Jesus Christ, who, by the power that enables him to bring everything under his control, will transform our lowly bodies so that they will be like his glorious body.

If we are living with the perspective that we are just earthly citizens, then our mind is set on earthly things. Like the rich fool of Luke 12 in Jesus' parable, you would believe that life consists in the abundance of the things that we have in this life and look for satisfying our lust and greed for wealth, success or image. On the contrary, if we live with the perspective that we are citizens of heaven, then we are not so enamored by the world but by what is eternal and we pursue God and all the values that His kingdom represents and this will bring us life and peace.

The Holy Spirit has been given to us to live as citizens of the Heavenly Kingdom by renewing our minds! We need to replace every faulty thinking that is of this world with Kingdom thinking. This renewal our minds happens as we engage and respond to God through the reading of His word, in prayer and fellowship as we respond to the Spirit's leading. Right thinking will lead us to right living that is pleasing to God as citizens of the Heavenly Kingdom.
Romans 12: 2
Do not conform o the pattern of this world, but be transformed by the renewing of your mind. Then you will be able to test and approve what God's will is - his good, pleasing and perfect will. 
Colossians 3: 1-2 
Since, then, you have been raised with Christ, set your hearts on things above, where Christ is, seated at the right hand of God. Set your mind on things above, not on earthly things. 
What more, when we live this way and seek God and His kingdom first, everything else will be added to us as well and we will not miss out on God's goodness and purposes for us.
Matthew 6:33
But seek ye first the kingdom of God, and his righteousness; and all these things shall be added unto you. 

"Everyone may do what he wants so long as he doesn't hurt anyone else." That would be the code of a citizen of this world. What is the code that you are living under - as a mere citizen of the world or as a citizen of heaven? Let's work in partnership with the Holy Spirit in renewing our minds and ultimately our lives to reflect our citizenship in heaven. Remember that we are called and purchased by the blood of Christ and we need to live as citizens of heaven reflecting Christ in our thinking, saying and doing than doing everything that the Romans do when in Rome.