No one likes a proud, arrogant person who thinks he's better than everyone else and therefore has the right to tell everyone how to live. God has promised, "I will put an end to the arrogance of the haughty" (Isaiah 13:11).
But has it ever occurred to you that the Christians you refer to may actually be your real friends, even if you don't see them that way? They are genuinely concerned about you; in fact, they're so concerned that they're willing to risk your scorn to try to help you. They know you're on a wrong road in life that eventually will only bring you disaster, and they don't want that to happen to you because they love you and care about you. I often quote the Bible's warning: "There is a way that appears to be right, but in the end it leads to death" (Proverbs 16:25).
You see, you are missing an important truth: Even if you don't think you're hurting anyone else by your actions, you'll still end up hurting yourself. You can't live as if there were no rules and get by with it; eventually it'll catch up with you.
The irony is that while you're offended by what you see as pride in others, you're blind to your own pride -- a pride so intense that it makes you think you don't need God. But you do, and my prayer is that you'll face your need of Christ and turn to Him in repentance and faith. Your life will never be the same.