I'm gonna give a serious answer to this.
It depends on the circumstances and your relationship with them.
Things that can change how I interact with them is the level of stupidity they are exhibiting, if they're in a position of authority over me (boss at work, commanding officer, teacher), if they're a decent person as opposed to an asshole, if they're very young and still learning, if there's actually something important at stake in the interaction like someone's health or money, and a lot of other things – the list is quite long.
If there's a chance of educating them, I'll try and do it, but will be prepared to quickly abandon ship if it's clear that's going nowhere. This works well on Facebook where there's an awful lot of stupidity and unfounded information posted by an awful lot of people.
If the interaction is not important now or in the future, I just minimize my interactions as much as possible. I politely or, if they're really being a jerk, impolitely leave the interaction. A polite way I use is "Well, we really strongly disagree on this, and I don't think we can change each others' minds, so how about we just move on."
If they've a right to instruct or tell me what to do and I know they're wrong, how I answer depends on how important whatever they're telling me to do is. If I REALLY disagree with it and I can get away with it, I ask them "are you sure?" and to tell me in writing to cover my ass if that's an option. And I don't do that in front of other people because that just gets them all defensive.
The trick is to know when it's worth continuing the interaction and when it's not… and to not get out quickly if it's the latter.