Have it both ways 

Achieve two mutually exclusive objectives at the same time, especially in a selfish manner.

Reneé wants to have it both ways—by having her boyfriend to live with her. It involves paying on all her bills (instead of their bills) and pay child support on their daughters.

Have it both ways by Mr. Terrence L. Trezvant December 7, 2004

have it both ways 

to profit from two positions that are polar opposites

Contrary to popular belief, the powers that be can't have it both ways with drug laws.

have it both ways by The Return of Light Joker September 28, 2011