Of course people will say that they don't conform. Everyone sees what is the most unique in themselves without seeing the same in others. Hence, in our own eyes we're all "non-conformists." besided, as Dakky said, everyone conforms in some way.
Myself, for example. I do fringe sports like urban racing. Most people call me a freak for that. The people I hang out with also enjoy it. I conform, if you will to many different social groups, I watch anime, I'm a Trekkie, a Star Wars fan, an academic, a theatre person, a martial artist, a writer and poet, one of those paramilitary nutjobs you see every now and then... In other words, I conform to many styles, many social cliques and am a part of them all. Yet I, like many people, am too multifaeted to commit myself to a single lifestyle. So I conform, yet I do not in that I am an aggregate of many social styles that are more fringe-based and less accepted by society.