Normally you would also need a working transponder. Technically it can be done without one, but that may require some manoevering for identification.
Certainly, when dealing with a non-transponder equipped aircraft, ATC may request the pilot to turn onto a new heading for identification. Which, from a pilot's point of view is essentially the same as... guess what....a radar vector....
The most relevant point is the one made by mad_jock, i.e. you must obviously be able to remain in VMC, unless qualified for IMC.
Having said that, it is of course very often possible to both remain on a radar vector and avoid IMC by descending. ATC are there to help, so request what you need!