That's what we all think. If we did not all think that our proposed policies would be beneficial to society, we would not hold them unless we were deliberately evil. As a conservative who used to be a progressive socialist, I can honestly say that I used to believe in what I believed because I thought it was the right way to go. I did not change my beliefs because my sense of morality changed - I changed them because I realised that progressive socialism would be paradise in the short term, but hell to pay in the long term. I'll give you some examples.

1. The welfare state. It looks fantastic when it's being introduced, and I used to be heavily in favour of expanding it, but:
1.1 When people start paying more than half of their income in taxes and mandatory premiums, a society's economic life stagnates and purchasing power drops, making most people poorer.
1.2 Unfortunately, a generous welfare state draws the wrong kind of immigration when that is allowed - the kind that costs money instead of adding to the welfare state.
1.3 The welfare state replaces the community with the state; you no longer look to your family or friends for help, you look to the state. This ends genuine solidarity and establishes entitlement.
1.4 In multinational states, where different ethnic or religious groups live, this sense of entitlement causes anger, hostility and rioting when some groups refuse to pay for other groups.

2. Migration. It looks fantastic in the short term, and in the past supporting it loudly really made me smug, but:
2.1 As I said, adding significantly different groups of people to one state - especially if that state is prominent in economic redistribution - leads to conflict rather than harmony.
2.2 Some forms of migration might be good for the economy, but - and if you are a socialist I don't see how you could disagree - that prosperity ends up mainly with large businesses, while ordinary people are driven out of work in places where migrants, legally or illegally, are able to work for less than the cost of living for the nationals of their host country. Not to mention, because you are not likely to be swayed by an argument related to the people already in the host country, that the migrants are often exploited and have to work under dangerous or degrading circumstances.
2.3 Migration, unfortunately, usually leads to supplantment rather than addition, because values that run contrary to each other can and will not co-exist. One must become dominant, and if migration is not kept under control then the values of the migrants will eventually become dominant. Just ask the Britons. Usually, migration occurs from places with much more corruption and much less wealth than the places these migrants end up in. That means: with every migrant you take in, your country moves one step further towards lethargy, corruption and the very infighting many migrants fled.

3. Sexual freedom. It sounds fantastic in the short term, but:
3.1 A nation needs a stable population. For that, it needs women to give birth to, on average, somewhere between 2.1 (wealthy first-world nations) and 3.3 children (third world nations, accounting for excess deaths and physical and mental handicaps preventing people from reproducing later) children. In order to do that, women - at least European women and women of European descent - generally need stability.
3.2 The sexual revolution that took place in the second half of the 1960s and the first half of the 1970s, when everything sexual became acceptable, resulted also in: (1) women marrying at a higher average age, one at which they simply cannot have enough children, (2) women going to work, meaning they have smaller families, (3) more and more broken families coming to exist.

4. Religious tolerance. It sounds fantastic in the short term, but:
4.1 You must take into account that not everyone will tolerate you, and that those who you tolerate but who do not tolerate you might one day gain the upper hand over you;
4.2 That tolerance, in itself, does not negate the fact that people with significantly different beliefs and values will not be able to live in peace indefinitely, and that one group is bound to eventually gain enough strength either in numbers or in political or economic influence to banish the other group, and that those who are tolerant are also generally the weaker side in those schisms.

Thalbania wrote:
What do you consider your own primary value to be? How can we evaluate the better ones?

The reason I became a conservative was not initially moral, although I have learned to appreciate the moral side of the debate. I became a conservative because I realised the things conservatives want - stability, security, tradition and national sovereignty - are requirements for a functioning society. At a basic level, progressives are beneficial to a nation in the short term and superficially but create deep, dangerous schisms and demographic developments that will eventually break any nation up completely. At the same basic level, conservatives seem harsh and stubborn, but they have realised - rightly so, if you ask me - that you can't have a prosperous, safe and therefore happy society that produces great science and great works of art if you set that same society up for absolute disaster in the long term.