West Coast and SHG,
I (and I would like to hope all of my fellow controllers!) realise that you are ultimately responsible for the safety of your aircraft. To me, that means at any time, you can choose to disobey us (not just an emergency) but you had better had a damned good reason for doing so!
The thing that is getting most of us controllers 'uppity' about this is that the pilot sprouts off about declaring an emergency three times, tells the controller to move all other traffic for him, etc. but does not take 5 seconds to add that in addition to the excessive cross-wind on 22, they are also in a fuel emergency. If, when the tower controller initially told him to maintain runway heading, the pilot had responded with something like 'we need to turn now as we are minimum fuel/fuel emergency/whatever you want to call it', (while the book may call for the word perfect PAN or MAYDAY, let's be realistic about the workload facing the crew!) the controller would have gotten the FULL picture and probably been able to do something about it right away. By not having that full picture, the controller thought there was more time available to sort things out than there was.
By all means, do whatever you need to to keep your @rse safe but while under control, instead of demanding the same thing three times, make sure we have the full picture and then we will be able to get the situation resolved in a much safer manner.