ActiveRecord (Rails ORM) provides an interface for raw SQL queries if that's really what you want to do (`connection.execute`). You can use it whenever you want. You can also swap out ActiveRecord for something else like DataMapper (or whatever) if you really want.
But, the whole point of using a framework like Rails is to let the framework make certain decisions for you, so you can develop quickly according to convention, and not think of lower-level technical decisions. Bypassing the ORM certainly works against that.