I can recall requsting contact approaches while trying to get into Santa Monica, USA. The motivation being that the airport, being near the coast , frequently goes down or below mins; 660 ft msl, while it is cavu just 1/2 mile from the threshold, requesting a contact approach would enable me to remain IFR while ducking down visually to get in under the cloud deck, which would not have been possible following the published approach.
The intersting thing is that every time I requested it, I was denied. If I asked the appoach controller, I was told only the tower could authorize it, and if I waited till being switched to the tower I was told only approach could authorize.
In the end, I found it easier to cancel IFR before reaching the class D and request a "Special VFR" (1 mile and clear of clouds). while this would mean circling (In the clear) and waiting for the IFR guys, since they had priority. I would ultimately get in while everyone else went misssed.
I doubt I would try this method at another airport, since I feel it requires a high degree of familiarity with the airport and the surounding terain/obstructions.