While there seems to be a lot of back and forth going on here, the OP hasn't specified the type of approach nor the clearance he is on.
If you're on a visual you can do pretty much whatever you please unless told otherwise (ATC stipulates "I will call your turn to final" or the AFD and other relevant documents prevent you doing something).
If you're on an IAP and cleared for that IAP you follow the IAP.
If you're on radar vectors you follow your vectors.
When "see and avoid" or TCAS mandate otherwise, you do 'otherwise'.
If you're "in the pattern" at a controlled (and particularly busy) airport you don't exit the pattern (make up your own clearance), if you turn to final (because you're remaining in the pattern and on your clearance) the worst the happens is you get to practice a go around.