Equally, when flying into somewhere which has an instrument approach is it common practice to request to use this approach so as to gain more experience even in perfect conditions or do you fly the normal VFR procedure?
Every airport you are flying in to that has an instrument approach, set up the aircraft instruments as if you will be flying that approach. For two reasons -one, gets you familiar with set up procedures; two, you are now one step ahead should the weather turn crap on the way in.