Always listen to your TCAS!
Remember that we ATC's dont know what your TCAS is telling you. TCAS is only between you and your conflicting traffic. If for some reason you have gotten too close to other traffic, ATC might try to solve the problem by descending/climbing you. But if TCAS tells you otherwise, always adhere to the TCAS, unless you have confirmation from the conflicting traffic that you should both adhere ATC instructions. (and there is seldom enough time for this)
Classic example of this was the Swiss midair! The ATC instruictions were in conflict with the TCAS instructions. The DHL flight adhered to TCAS, while the russian crew adhered to ATC. They hit each other more than 1000feet below cruising FL's.
Under these circumstances, a good ATC should instruct you : (...TCAS is priority, descend FL...)