You can always require, not request, a certain course of action or refuse ATC instructions that you feel are unsafe.
This may lead to delays and a degree of narkiness on the part of the air trafficker, but ultimately you have to make captaincy decisions that you will be happy with, not allow someone else to paint you into a corner you don't want to be in.
I'm not trying to stir up our ATC mates here; most times in my experience they are helpful and efficient.
I refer only to that small minority of occasions where they want you to do something that's not consistent with what would be considered normal and safe operations for your particular aircraft and experience level.