ALTDEV ALT OVERSHOT IN CLB WITH HDG TRACK DEV IN A NON ADHERENCE TO AN ATC INSTRUCTION CLRNC DURING MISSED APCH PROC FROM A VISUAL APCH IN A NIGHT OP.

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I WAS THE CAPT AND WAS FLYING THE ACFT. WE HAD PLANNED A VISUAL APCH TO RWY 33 BUT WOULD UTILIZE THE AUTOPLT AND ILS SYS TO CONDUCT APCH. THE ACFT WAS SET UP AND APCH BRIEFED. I HAD ALSO BRIEFED THE FO THAT IF; FOR ANY REASON; WE HAD TO MISS THE APCH OR GAR; WE WOULD DO THE PUBLISHED MISSED APCH DUE TO THE STEEP TERRAIN IN THE AREA. AT 11000 AND 30 MI OUT; AUTOPLT ENGAGED IN ALT HOLD AND LNAV; (DIRECT TO LOM) APCH CTL CLRED US TO DSND TO 6000. THE FO SET 6000 IN THE ALT SELECT WINDOW AND I ENGAGED VNAV TO BEGIN THE DSCNT. AT APPROX 20 MI OUT AND 8000 APCH ASKED IF WE WOULD ACCEPT A VISUAL TO RWY 24. I REFUSED DUE TO THE LACK OF VERT GUIDANCE TO THE RWY AND HIGH TERRAIN JUST E OF THE ARPT. APCH THEN BEGAN TO VECTOR US FOR A VISUAL TO 33 AND CLRED US TO 3800. WE WERE VECTORED BEHIND SLOWER TFC AND FOLLOWED THE TFC TO THE ARPT. ABOUT 12 MI OUT WE WERE CLRED FOR A VISUAL TO FOLLOW THE TFC. I ARMED THE APCH MODE AND JOINED THE LOC. AT GS INTERCEPT I CALLED FOR THE MISSED APCH ALT TO BE SET IN THE ALT SELECT WINDOW. THE FO COMPLIED AND WE CONTINUED TO CONFIGURE THE ACFT FOR LNDG. AT APPROX 1200 AGL I CALLED FOR FLAPS 30 (LNDG FLAP SETTING) AND WE COMPLETED THE BEFORE LNDG CHK. AT APPROX 800 AGL; THE TFC WE WERE FOLLOWING RPTED THAT HIS ENG HAD QUIT AFTER LNDG AND HE WAS UNABLE TO CLR THE RWY. TWR INSTRUCTED US TO TURN R AND ENTER A L BASE FOR RWY 24. BY NOW WE WERE AT APPROX 600 AGL. I INITIATED THE MISSED APCH AND TOLD THE FO THAT WE WERE GOING TO TURN L AS PUBLISHED. HE INFORMED THE TWR AND WE CONTINUED THE PUBLISHED MISSED APCH PROC AND CONTINUED TO CLEAN UP THE ACFT. BECAUSE THE MISSED APCH WAS EXECUTED PRIOR TO THE RWY; WHICH IS THE MISSED APCH POINT IN THE FMC DATA BASE; THE AUTOPLT HAD TO BE DISENGAGED OR THE ACFT WOULD CONTINUE TO TRACK THE LOC TO THE RWY; AT WHICH TIME I COULD SELECT A DIFFERENT ROLL MODE (HDG SELECT OR LNAV). ONCE THE AUTOPLT WAS DISENGAGED; THE LOC WOULD NOT LONGER BE TRACKED ALLOWING THE SELECTION OF ANOTHER ROLL MODE; HDG SELECT IN THIS CASE. I COULD HAVE REENGAGED THE AUTOPLT; HOWEVER IT WOULD HAVE TAKEN SOME COORD BTWN THE FO AND MYSELF TO SELECT THE APPROPRIATE MODES AND WE WERE BOTH BUSY. I ELECTED TO HAND FLY THE ACFT UNTIL WE LEVELED OFF. AFTER TURNING ABOUT 90 DEGS; I ASKED THE FO TO TELL TWR (I DON'T REMEMBER EVER BEING PASSED BACK TO APCH) WE WOULD ROLL OUT ON 180 DEGS AND CLB TO 5300. (WHICH WAS MINIMUM SAFE ALT FOR OUR POS.) AS HE WAS TALKING; WE CLBED THROUGH 4000; WHICH WAS PUBLISHED MISSED APCH ALT. AFTER HE FINISHED XMITTING OUR REQUEST; HE SET 5000 IN THE ALT SELECT WINDOW. AS WE LEVELED AT 5300; APCH OR TWR ASKED HOW HIGH WE WERE GOING TO CLB. I TOLD THE FO TO TELL HIM 5300; WHICH WAS MINIMUM SAFE FOR OUR SECTOR. THE RESPONSE WAS MINIMUM VECTORING WAS 3800. WE WERE THEN ASKED IF WE STILL HAD THE ARPT IN SIGHT. WE DID AND WERE CLRED FOR VISUAL TO RWY 33. THE SUBSEQUENT APCH AND LNDG WERE NORMAL. CONTRIBUTING FACTORS: MISSED APCHS ARE NOT A COMMON MANEUVER AND WHEN THEY ARE DONE; THEY ARE USUALLY ANTICIPATED; AND EXECUTED AT THE MISSED APCH POINT. MODERN TECHNOLOGY ACFT CAN BE VERY 'USER UNFRIENDLY' IN SOME SIMPLE; BUT NON-ROUTINE MANEUVERS; ESPECIALLY IF THEY ARE NEVER PRACTICED. AS THE OLD SAYING GOES; SOMETIMES IT'S NOT EASY TO FLY; THINK; AND COMMUNICATE ALL AT THE SAME TIME. IN RETROSPECT; I HAD A PLAN AND THAT WAS TO FLY THE PUBLISHED MISSED APCH; HOWEVER TO SAVE TIME; I CHANGED MY MIND IN THE MIDDLE OF THE MANEUVER. THIS CAUSED SOME CONFUSION IN MY COCKPIT AND MOST LIKELY IN THE TWR TOO. NOT GOOD! ALSO; THE TWR CTLR PUT ME IN AN AWKWARD OR EVEN A POTENTIALLY HAZARDOUS POS BY INSTRUCTING US TO TURN R AND LAND ON 24. WHILE I'M SURE HIS INTENTIONS WERE GOOD; IT WAS A BAD PLAN CONSIDERING MY POS; CONFIGN; AND THE TERRAIN AROUND THE ARPT. I HOPE THIS INFO MAKES SENSE AND; IN SOME WAY; CAN BE HELPFUL TO SOMEONE. I KNOW I HAVE GIVEN THIS MATTER SOME SERIOUS THOUGHT AND WILL BE HDG TO THE SIMULATOR FOR SOME PRACTICE.