SMA PLT ON SIGHT SEEING FLT DOES NOT CLR CTL ZONE AND DOES NOT REMAIN CLR OF LOC.

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UPON ARR AT BMI ARPT; I NOTICED THE BEACON WAS NOT ACTIVATED; ALTHOUGH CEILINGS LOOKED TO BE LESS THAN 3000 FT. ATIS CONFIRMED 3000 FT AND 3 MI. ATC CLRED ME FOR A PLEASURE FLT OVER BLOOMINGTON BUT REQUESTED TO STAY S OF LOC. MY THOUGHT WAS TO STAY S AND SW OF ARPT; BECAUSE I WAS UNSURE WHERE LOC WAS. LATER; APPROX 5 - 5 1/2 MI SW OF ARPT; I FELT CEILING WAS LOWER AND VISIBILITY WAS DEFINITELY DIMINISHING. I REQUESTED A 180 DEG L TURN (FROM MY 260 DEG HDG) BACK TO ARPT FOR LNDG. TWR DIRECTED I MAKE A R BASE RWY 11. I CONFIRMED THAT I WAS TO TURN N FOR A R BASE TO RWY 11? THE DIRECTIVE WAS REPEATED. I MADE R TURN TO NE AND COULD NOT SEE OR SPOT THE ARPT. I REALIZED I WAS TOO FAR N. HAVING TUNED VOR TO 110 DEGS (VOR IS ON FIELD AND AT SW INTXN OF RWY 11/29 AND 030/22 NEEDLE WAS STILL TO THE L). I SPOTTED RWY 11 AND MENTALLY CONFIRMED I WAS NW OF IT. TWR CALLED REMINDING ME OF HIS DIRECTIVE AND ADVISING A TURN TO S IMMEDIATELY. I DID. AS SOON AS I DID; I SAW A SCHEDULED CARRIER COMMUTER TWIN PROP COMING IN EASTERLY DIRECTION. I RELATED INFO TO TWR WITH MY JUDGEMENT TO TURN NE TO STAY CLR. TWR RESPONDED STANDING ON HIS DIRECTIVE TO CONTINUE S. I DID. SECONDS LATER; I REALIZED HE WAS MUCH FURTHER BEHIND ME THAN I FIRST THOUGHT. I CONTINUED S UNTIL CLRED FOR LNDG RWY 11. HAVING PLANNED 2 FLTS; I TOOK SECOND FLT. TWR AGAIN SAID TO CLR CTL ZONE TO S. AS I WENT OUT TO SW I MADE MENTAL NOTE TO CLR CTL ZONE AT SW QUADRANT. VISIBILITY BEING THE SAME OUT THERE; I REQUESTED A TURN TO 300 DEGS; THEN INBOUND TO LAND. REQUEST WAS APPROVED AND I FLEW NE TO DIAMOND STAR MOTORS (APPROX 5 MI WNW OF BMI). LOOKING FOR RWY 11 AS I TURNED INBOUND; I SPOTTED ARPT; SET UP APCH; AND LANDED. I WENT IN AND TALKED TO TWR OPERATOR WHO INFORMED ME PEORIA RADAR CLAIMED I NEVER ACTUALLY CLRED CTL ZONE; ON SECOND FLT. I LISTENED INTENTLY; THEN EXPLAINED MY INABILITY TO SPOT RWY AS ONE POSSIBILITY FOR MY ACTIONS. HE SAID COMMUTER'S TCASII WENT OFF AND PLANE EXECUTED L 360 DEG TURN BEFORE LNDG. CAPT WOULD FILL OUT A RPT. TWR SAID HE DID NOT HAVE NASA FORM FOR ME; AND HE DID NOT PUT THIS SIT INTO THE 'LOGS.' MY PERCEPTION OF MY POS WAS OBVIOUSLY NOT CLR TO ME EVEN THOUGH I ATTEMPTED TO USE VOR; SCANNING TECHNIQUES; AND GND POSITIONING OF LANDMARKS TO PLACE WHERE ARPT SHOULD BE LOCATED. THE MIN OR 2 THAT I USED WAS ENOUGH (COUPLED WITH TAILWIND) WAS TOO MUCH TIME. MY JUDGEMENT EARLY ON; EVEN NOW THINKING ABOUT IT; TO HAVE MADE A L TURN AND SET UP FOR A L BASE TO RWY 11 MAY HAVE AVOIDED THIS SIT. CERTAINLY THE DECISION NOT TO FLY AT ALL WOULD'VE BEEN A SURE CURE. DECIDING TO FOLLOW ATC 'N' REQUEST RAISED NO QUESTION OF INTERSECTING TFC BEING SO CLOSE; IN MY MIND. WHILE MY ACTIONS OF 'HUNTING' FOR THE ARPT CONTRIBUTED TO MY WORKLOAD; THE CONFUSION OF MY INABILITY TO PLACE MY OWN POS ONLY MADE MATTERS WORSE. I CANNOT OVERLOOK THE FACT THAT WHILE MY PAX WONDERED 'WHAT WAS TWR'S PROB;' I WAS NOT PROVIDING THE LEVEL OF COMFORT AND SAFETY THAT I HAVE COME TO PRIDE MYSELF AS A RECORD OF SUCH. WHILE WX WAS A FACTOR IN THIS SIT; THE LACK OF A SMALL PIECE OF KNOWLEDGE LOOMED SIGNIFICANT ALSO. ASKING WHERE LOC IS LOCATED MAY HAVE FELT EMBARRASSING OR UNCOMFORTABLE; IT MAY HAVE BEEN THE PIECE I NEEDED TO PRESENT A CLEARER PICTURE; THUS ELIMINATING AT LEAST SOME OF THE CONFUSION. I HAVE DECIDED I WILL TAKE INSTRUCTION FROM A CFI IN THE NEXT 2 WKS IN ANY MANNER HE/SHE PRESCRIBES TO HELP ME PROPERLY PREPARE FOR INCREASED WORKLOADS WHEN COMMUNICATING WITH ATC; APCH; DEP IN THE FUTURE.