For me, it would really depend on what sort of oligarchy we're talking about. If they're really benign, my opposition would only take the form of speaking out against them, but if there's some serious repression going on, I'm not entirely uncomfortable with the idea of joining the armed resistance.
The one option I absolutely wouldn't support was going into exile, or only as a very last resort. I love my country, and part of that is attempting to set her straight if I have to.
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"Die Deutschen meinen, daß die Kraft sich in Härte und Grausamkeit offenbaren müsse, sie unterwerfen sich dann gerne und mit Bewunderung:[...]. Daß es Kraft giebt in der Milde und Stille, das glauben sie nicht leicht."
"The Germans believe that power must reveal itself in hardness and cruelty and then submit themselves gladly and with admiration[...]. They do not believe readily that there is power in meekness and calm."
-- Friedrich Nietzsche
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