PLT CORRECTS THE WRONG WAY FLYING OUTBOUND ON THE FRONT COURSE.

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MY CO-CAPT AND I WERE ENRTE TO CRAIG FIELD. THE WX AT OUR TIME OF DEP WAS CLR AND 7 MI. FOG WAS FORECAST; HOWEVER; NOT DEVELOPING AT OUR DEST. WE WERE JUST TRANSITIONING INTO AN EFIS EQUIPPED ACFT WITH ABOUT 6 WKS OF REGULAR USE; AND WERE STILL GETTING USED TO THE EQUIP. AS WE APCHED OUR DEST; ATIS WAS CHKED AND WE FOUND OUR DEST WAS DOWN TO MINIMUMS. WE REVIEWED THE APCH PLATE; TALKED ABOUT THE MISSED APCH PROC AND I REQUESTED ALT CALLOUTS AND DEVS BY THE PNF. I HAND FLEW THE APCH DOWN TO MINIMUMS; MISSED AND WENT TO THE MISSED APCH PROC AS PUBLISHED. THE MISS CALLED FOR A CLB TO 700 FT FOLLOWED BY A COURSE REVERSAL OUTBOUND ON THE LOC; TO THE FIX AND HOLD; ALSO CONTINUING THE CLB TO 1800 FT. UP TO THIS POINT THE PROC WAS TOTALLY CORRECT HOWEVER; AS I CROSSED THE LOC SITE AND CONTINUED TO INTERCEPT; I CORRECTED THE WRONG WAY AND FAILED TO JOIN THE LOC. MY CO-CAPT NOTICED THIS WAS OCCURRING; BUT FAILED TO CALL IT TO MY ATTN. I WAS SEVERAL MI E BEFORE I FIGURED IT OUT AND REJOINED THE HOLD. THE CTLR HAD CLRED US TO HOLD DIRECTION AND TURNS OUR DISCRETION; ALSO LEGS OUR DISCRETION. AT TIME WE ENTERED THE HOLD WITH 15 MI LEGS; UPON TURNING BACK IN; WE WERE ADVISED THAT THE WX HAD IMPROVED SO WE SHOT THE APCH AND LANDED. SEVERAL FACTORS LED TO THIS SIT. 1) OUR COCKPIT RESOURCE MGMNT TRAINING DIDN'T WORK AS WELL AS IT SHOULD HAVE BECAUSE THE PNF DID NOT CHALLENGE THE SIT. 2) THE FACT THAT I WAS NOT TOTALLY IN TUNE TO THE NEW EFIS PRESENTATION AND ITS BACK-UP ABILITY; FMS. 3) BOTH NAV UNITS WERE TUNED TO THE LOC; SO THERE WAS NO RMI INFO TO BACK UP MY POS. THIS WAS REALLY POOR BECAUSE THE VOR WAS RIGHT ON THE FIELD AND WOULD HAVE REINFORCED MY POS. ADDITIONAL FACTORS WERE THAT I FAILED TO EAT A GOOD BREAKFAST. THE WK STARTED WITH A LATE NIGHT ARR ON MONDAY FOLLOWED BY A TRIP TUESDAY; OFFICE ON WEDNESDAY; AND TRIPS ON THURSDAY AND FRIDAY. AND LAST WAS THE FACT THAT THE WX DETERIORATED SO QUICKLY AND I RUSHED MYSELF INTO THE MISS.