I've seen this question posed and I've got to say, in some situations it would be a sin not to lie....
The biblical example I would give would be David when he asked Johnathan to lie to Saul about why David couldn't make the banquet. Johnathan lied to his father Saul, and by lying, he found out the truth. Had he not found out the truth, he would have never knew what David already knew, ... which was that Saul wanted to kill David.
Oh wait, David wasn't a Christian... I don't think that had anything to do with it. Why? Well, lets use the good ole Nazi argument. Your a good Christian young man and your hiding a Jew in your basement when a Nazi officer comes and knocks on your door asking you if you have any Jews in your house. You can't lie, so out of your own self righteousness, you say, "Why yes, I have a Jew in my basement, for I cannot lie". Congratulations, you've just sentenced an innocent man to his death because of your self righteousness. For some reason, I don't think God approves. I don't anyway.
But what are those chances? Pretty slim, unless you live in Iraq.
But lets be real. Your girlfriend asks, "Does this make me look fat?" Go ahead, be honest. But wait..., that's subjective anyway right? Or what about that kid who tries so hard to play baseball and he's discouraged and he says, "I"m not very good am I, I should just quit". Go ahead, finish him off and crush his spirit. "Yeah kid, you pretty much suck. You should try something else, like domino's".
On the other side of the coin, if you've done something wrong, you need to admit it. Yup, I stole that, and it was wrong. You don't lie to cover up something you've done wrong.