AFTER DEP; ACFT 1 WAS HELD IN TRACON AIRSPACE AS THE NEXT CTLR COULD NOT ACCEPT IT. PLT INDICATED THAT RTE TO DEST WAS FUEL CRITICAL AND SUBSEQUENTLY ELECTED TO PROCEED EN RTE VFR UNTIL RECEIVING A NEW CLRNC FROM ARTCC.

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DEPARTED JFK BOUND FOR DEN. WE WERE CLRED RADAR VECTOR RBV J230 J80 DEN. WE DEPARTED RWY 13R WITH AN INITIAL VECTOR OF 185 DEG. DEP CTL THEN GAVE US A VECTOR OF 330 DEGS TO CLB TO 11000 FT. OUR NEXT VECTOR WAS 070 HDG MAINTAIN 10000 FT. AFTER SEVERAL MIN WE WERE GIVEN A S VECTOR FOLLOWED BY A R TURN TO ABOUT 070 DEGS AGAIN. I ASKED DEP WHAT WAS GOING ON. THEY REPLIED THAT THE NEXT SECTOR WOULD NOT ACCEPT A HDOF. I ASKED WHEN WE COULD EXPECT A VECTOR ON COURSE; THE CTLR DID NOT KNOW. IT WAS NOW ABOUT 20 MIN AFTER TKOF AND WE WERE ABOUT OVERHEAD JFK AT 10000 FT ON A VECTOR THAT WOULD HAVE BEEN MORE SUITABLE FOR BOSTON THAN DENVER. I EXPLAINED THAT JFK-DEN WAS SOMEWHAT OF A FUEL CRITICAL LEG IN THE MD80 AND THAT WE NEEDED A TURN ON COURSE AND A CLB IN FAIRLY SHORT ORDER. THE CTLR SAID HE UNDERSTOOD THE SIT BUT WAS UNABLE TO OBLIGE. I AGAIN ASKED WHAT WAS GOING ON BUT RECEIVED NO DEFINITIVE INFO OR ESTIMATE OF AN EFC TIME. I MADE A QUICK CHK OF THE OPS SPEC AND CONCLUDED THAT WE COULD TURN ON COURSE UNDER VFR WHILE WE RESOLVED OUR CLRNC DIFFICULTIES. I ELECTED TO DO SO IN THE INTEREST OF PRUDENT FUEL MGMNT. IN LESS THAN 10 MIN WE OBTAINED A NEW CLRNC FROM ZNY AND CONTINUED ON COURSE TOWARDS BELAIR (AIR).