Have to agree with "arm out the window"
I fly my R22 in and out of an international airport with lots of heavy traffic, often with the fully loaded 747s doing downwind departures for (I think) noise abatement requirements over the city. I've been asked to do some worrying things by ATCs, quite a few downwind approaches and rapid base turns while directly abeam my touchdown point while still at 800 ft and only able to reach it by doing an auto essentially straight down over buildings!
I don't think it was because they were being mean but because they thought it was something we could with no trouble (A lot of my bigger tourist operator colleagues in B 206s etc probably do do it) and because it fitted into the pattern at the time.
But even in my releative low-hour state I've just come back and said "Sorry but I can't comply. Request into wind landing" and I have never been knocked back or questioned or asked to explain my reasoning further. Always had a rapid and helpful response. I noticed after I made the request a few times the ATC guys haven't asked me to do funny things again so we seem to be all happy now.
The real problem arises when you follow the ATC request and the whole thing turns pear shaped. If the bum falls out of your approach when you get below translation speed and you roll it up in a ball no-one will say the ATC is responsible, it will have been the captain of the ship's call.