My feelings generally are that if you're there to shoot some practice approaches you should as a matter of courtesy book in, if that's what ATC require. If they're full, then hard luck - they're full. If you're going there as a destination, however, you should be able to receive whatever service you require - within reason. It's quite understandable that ATC should limit the facilities they provide for training purposes so that they have enough capacity for those who actually want to land there.
Unfortunately that simplistic view is then complicated by not everyone playing by the rules. A little while ago I overheard an IMC student telling his instructor that they couldn't do their training exercise to Cranfield because ATC were booked up with practice approaches. The instructor told him not to worry - they'd get an approach slot by pretending they were going to land there.
So the bottom line is probably that we all need to be reasonable. When the weather is poor ATC services generally bend over backwards to help you out as best they can. Conversely, when we're doing something primarily for training purposes I think we need to cut them a little slack.
And sometimes it all works in our favour anyway - like the last time I wanted a practice radar vectored ILS approach in fine VMC. I was landing at the airport to go into town anyway, but thought I'd ask for it just to keep current. Not only were they happy to provide it, but they halved the standard landing fee as it counted as a training flight!