Said no to unethical requests a few times. No consequences, and no issue really because it was clear in my mind that I wasn't going to do it anyway and if needed, I could always find another job anyway.
Always managed to convince others who wanted to be unethical, to take the ethical route, when presented with that opportunity in advance.
Have been disappointed by unethical actions taken by people under my direction. And have also been accused, wrongly in my view, of unethical actions on my own part, but I totally understand that each person has their own view on these things and draws their own set of lines in the sand.
Most importantly: learned very early that it is wrong to assume that someone wants to behave unethically. It is much better, and usually more accurate, to assume that someone wants to behave ethically and then convince them of how they can do that.
And that story bears mentioning: I was a student working in a lab doing process development work. We received a dangerous chemical that the president wanted us to test in our test apparatus because he (falsely) assumed there was a market need for us to demonstrate that testing. It was clear that we were not set up to handle that substance safely, nor were we about to kit ourselves out with the gear needed to do the experiments safely. Young engineer colleague was clearly upset, crying, worried that she'd have to do the work and risk her life. I stepped up and told our boss that we were in a "refuse to work" situation about this. She put me at ease immediately, and then told me what we'd done wrong: we'd assumed that she would actually compel us to do work that was unsafe. What we SHOULD have done was explain to her the hazards and what we'd need to do to carry out the experiments safely and then let her decide, rather than assuming she'd act unethically. And she was dead right. Sometimes, how you communicate something is key- and making inaccurate assumptions about people isn't helpful.