West Coast,
I would have no problem with when you check onto my frequency with the ATIS, and I tell you to expect vectors to the visual approach telling me that you would rather have the instrument approach, and I'm positive that my fellow controllers wouldn't have a problem either. By telling us in advanced that you prefer the instrument approach allows us to plan better how to fit you into the sequence.
To be honest I have pilots ask me on a daily basis can I have the instrument approach. FWA has a lot of general aviation, corporate, military, occasional airlines that fly into Fort Wayne to do practice approaches. We sequence them in with all our traffic doing visual approaches or other instrument approaches all the time, without any problems. These aircraft doing practice approaches, circling approaches, arcs, and full procedure approaches, as well as being vectored for approaches. We have a large mix of aircraft types and sizes, so it does present some challenges (which I throughly enjoy), and this provides excellant training opportunities to our developmental controllers.
Again, at non towered airports the rare missed approach when doing a visual approach does present a procedural problem for the pilot, but again if you want the instrument approach then just ask for it on initial contact, or if you think you might miss, ask for instructions prior to being switched over to the CTAF.
Mike
NATCA FWA