Thomas Boston, Works, 3:455:
Daniel would rather be cast into the den of lions than sin. The primitive Christians chose loss and poverty, yea, prisons and death, rather than sin, Heb. 11:25, 26, 35. It is better to be God’s prisoner than the devil’s freeman. Nay, they chose hell rather than sin. They whose experience hath given them a commentary on 2 Cor. 7:11 – clearing, indignation, fear, vehement desire, zeal, revenge – will own it. It was a saying of Chrysostom, I thus think, and I will constantly declare, that it is more bitter to sin against Christ than to suffer the torments of hell.
Source: http://www.puritanboard.com/f25/better-god-s-prisoner-than-devil-s-freeman-83931/, Comment #1 (Thank You, Reverend Winzer!)