COMMUTER ACFT CANCELS IFR BUT UNABLE TO CONTACT TWR. WHEN TWR RESPONDS CONFUSION REGARDING OTHER TFC.

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THE FLT STARTED ON AN IFR FLT PLAN. 8 MI SE OF OUR DEST; NEW YORK APCH CLRED US FOR A VISUAL APCH FOR RWY 20. THE FO DSNDED OUT OF 2000 FT FOR A PATTERN ALT OF 1500 FT. 5 MI SE OF THE ARPT; APCH CTL GAVE US A VECTOR TO SEQUENCE IFR TFC. APCH CTL DID NOT CANCEL OUR VISUAL APCH. AT THIS POINT; I CANCELED THE IFR FLT PLAN SO THAT WE COULD CONTINUE DIRECTLY TO THE ARPT. I MADE 4 ATTEMPTS TO CONTACT NEW HAVEN TWR. THE FREQ WAS BUSY AND I THINK SOME OF MY XMISSIONS WERE BLOCKED. AS THE FO WAS PREPARING TO ENTER DOWNWIND FOR RWY 20; THE TWR ASKED US TO RPT L DOWNWIND; WHICH WE SUBSEQUENTLY DID. THE TWR TOLD US THAT WE WERE #2 FOR LNDG BEHIND A TOMAHAWK WHICH WAS ON A L BASE. AS WE PASSED THE NUMBERS OF RWY 20; I NOTICED A CHEROKEE PASSING R TO L ABOUT 500 FT BELOW US AND 1/2 MI AHEAD. I ASKED THE TWR ABOUT THE CHEROKEE AND WAS TOLD THAT IT WAS NOW OUR TFC TO FOLLOW. THE TWR APOLOGIZED FOR FORGETTING ABOUT THE CHEROKEE. AFTER LNDG; I ASKED GND CTL IF APCH CTL HAD CALLED TO INFORM THEM OF OUR CANCELLATION FROM IFR TO VFR. THE CTLR TOLD ME THAT APCH MAY HAVE CALLED; BUT SINCE THE TWR WAS SO BUSY THAT THEY MAY NOT HAVE HEARD THE CALL. WHILE I DO NOT BELIEVE I DID ANYTHING WRONG; I UNKNOWINGLY ENTERED A HORNET'S NEXT. I WILL CERTAINLY THINK TWICE ABOUT CANCELING IN THE FUTURE. I GOT THE IMPRESSION THAT THE TWR WAS NOT READY FOR US. ALSO; THE MIX OF ACFT TYPES; PLT AND CTLR EXPERIENCE LEVELS MADE FOR AN INTERESTING SIT.