But if not, let it be known to you, O king, that we do not serve your gods, nor will we worship the gold image which you have set up. (Daniel 3:18)
Shadrach, Meshach, and Abednego I am sure had hope that God would deliver them. Nevertheless, they were willing to give their lives if He did not. Think about their situation. It is easy to be brave after the fact, but these three young men had to function by the same faith that is available to you and me.
Because we know the end of the story, we assume that these three were exceptionally gifted with great faith. They were not; they just stood on the faith they had, willing to take the consequences of that faith. They simply, by faith, would not compromise their integrity and their trust in God.
The power of this story is not so much that God delivered them from the fiery furnace, but that three slaves held on to their faith and were thrown into that furnace. If there is no faith, then there will be no miracle. The faith always comes first.