You can ask for delayed vectors to final. If you're not ready and need some time to set yourself up, you can. But.... If you're in a high traffic airspace going to an high density airfield, you might want to refrain from doing it. Orlando Approach was awesome if you needed a delay.
Heck those guys were cool enough that if you were going on a check ride, they would tell you to put that in the remarks section when you filed for your IFR clearance. They would give you the easist vectors and put you way out to give you plenty of time to nail the approach.