What would/should you do?

[FNG]

What's all this about being "cleared" to turn final?
You have been given permission to enter the ATZ, and to join the traffic pattern. You don't need a clearance to fly each separate leg of the circuit.

I would turn final and either (1) call "final and going around at circuit height" (ie not descending) or (2) continue descending on final for a time but, if not cleared to land by, say, 300 feet agl, go around from there, calling it as you do so. All of this of course subject to the position of other traffic.

I would prefer going around to orbiting on or near base, as if going around you are moving through the circuit pattern in a manner which is predictable to other traffic and to the controller. Being in a place where people don't expect aircraft to be increases the likelihood of not being seen by other aircraft. OK everyone in the vicinity should be looking out and listening out, but we all know that not everyone does, and even the most alert can still miss things.

I don't think that landing without clearance would be a good option at a full ATC field (absent an emergency).

Also, why any need for sarcastic R/T calls, or even any post-landing chats with controllers? There might be all sort of good reasons why the controller can't talk to you. So maybe you had to go around, but that's surely no big deal.

edit: I posted before reading through all of the contributions from FF, DFC, Aussie Andy and others and so have repeated some of what they said.