Jess generally doesn't abide by rules unless they make sense to him, and/or are important to people he cares about.
Rory likes rules because they make her feel safe. When she starts having feelings for Jess, she forgets about rules - case in point, impulsively kissing Jess at the wedding - and that frightens her a little. This impulsivity scares her at various other points in the series and Rory clings to rules as a result.
During the early seasons, Rory is afraid of uncharted emotion. Jess, while not necessarily afraid in the same way, doesn't know how to handle his emotions. He doesn't look to rules as Rory does, but has also never had any means to navigate. Both characters flounder when their emotions overtake them and both go the wrong way - Rory insists she doesn't need a set of rules when she drops out of college, and Jess rejects everyone and everything because rules and expectations have never done anything for him.
Later on, it's a kind of compromise which helps both. Jess tells Rory this 'isn't her' when he sees her in S6, and she is trying to be someone she's not. Rory goes back to school and remembers that she likes rules and structure, even if she is an adult and can question them a little. Jess, for his part, writes a book and works at a publishing house, able to take on some external responsibility without expecting the worst from everyone and nothing from himself.