I do what ATC asks me to ONLY when it co-incides with my own interests. Otherwise I will politely discuss with them a more appropriate course of action!
Well, there's something I never expected to read from such a (normally) sensible person.
Genghis - please bear in mind 2 things:
1) We have the big picture.
2) When we ask, the next resort is we tell (when empowered to do so).
This of course is assuming that you are referring to 'Proper' ATC as opposed to FISO or A/G, in which case you have the right to 'discuss' (though that gets laborious too)