Certainly in the UK, Rule 36 1 (c) of the Rules of the Air is also relavant:
Compliance with air traffic control clearance and notified procedures
36 (1) Subject to paragraph (2), the commander of the aircraft shall fly in conformity with:
(a) the air traffic control clearance issued for the flight, as amended by any further instructions given by an air traffic control unit; and, unless he is otherwise authorised by the appropriate air traffic control unit;
(b) the instrument departure procedures notified in relation to the aerodrome of departure; and
(c) the holding and instrument approach procedures notified in relation to the
aerodrome of destination.
This means, as I understand it, that the published IAP is mandatory and procedurally you must fly the full published procedure. Usually all IAPs start from some sort of nav facility so that is where you should start the procedure from. Obviously, in a radar environment, you can be vectored on to the final approach track.
If you choose not to you are in effect just doing the unofficial 'centre fix' type approach and become responsible for your own terrain clearance.