Is it better to suffer or to sin?

I'm confused.  I'm reminded of this post, which echoed the general attitude during the great Lying debates across the Catholic blogosphere.

Ah, I remember them well.  Catholics were divided.  Certainly there can be cases, perhaps under extreme duress, where lying is at least understandable?  Not so!, said the Catholihedrin of the blogosphere.  Better that a thousand children die than to tell a single lie and jeopardize your soul!  Same went for lying to save Jews from Nazis or stop abortion.  You just never, ever lie.  And if you or other innocents must die as a result, you have the promise of eternity to keep you warm.

Except illegal immigrants.  Apparently they can lie and that's OK.  Am I wrong?  The Church has said nothing - not a thing - about any of what they've done to get and stay here.  Steve Greydanus, before he banned me, said since our immigration laws are unjust, they may be broken.

OK, so we can break unjust laws.   But can we then sin, continue to sin, sin and sin again?  Or is lying not a sin?  If so, are there times it is OK to lie?  Because I'd think in order to stay in our country illegally and live and work and go to school and get admitted to Harvard and land high end jobs in the tech industry, you're going to have to lie to someone.  Somewhere, somehow, you will at least have to lie once or twice. 

So, is that OK?  I mean, my thinking is that abortion is unjust, and Nazis were bad, and yet I was told unequivocally that it didn't matter.  You cannot sin, nor pardon or excuse the sin of those who do!  Or I burn in hell or some such. 

So, what about this?  Perhaps it's possible to be completely honest and upfront as an undocumented immigrant your entire life and not have anything happen.  Maybe there is a lot of looking the other direction on the part of authorities.  But some of the stories that have come out about people being deported gives me the idea that at least some level of duplicity was involved in staying here without doing so legally.  So at least for those immigrants who have lied, assuming there are those that never have done so, is that wrong?  Does the Church say 'bad boy'?  In the case of coming from some countries, is it just better to sin than suffer?  Just curious.