Nietzsche would say he definitely shouldn't. He should consider all effects on himself, and do what honors his own sense of power best.
If conceding to the 'good' limits him, he will come to hate it, and if it is legitimately good, that hatred is legitimately bad, so he has not really made the world a better place. In particular if the notion of good, legitimate or otherwise, violates the truth of the actor's internal perspective, he must be careful not to destroy what is unique in himself.
But real, healthy people are also not sociopaths, we love those around us, we feel for them and we are made greater by their respect for us. So your own greatest advantage might not be your own shortsighted desire. Nor is it some comforting abject capitulation to the decisions of others simply because they are more numerous and choosing them over yourself is a safe and indulgent option.
In the Gay Science he suggests that one needs to "Make of the Self a work of Art." This means that one should be willing to shape ones habits and actions in a way that harmonizes your own aesthetic and environment. A good piece of architecture fits into the landscape. But that same piece of architecture, retains and presents a vision, respects quality and durability, and honors decisions about function.