AN SMA PLT BECAME SPATIALLY DISORIENTED DURING A MISSED APCH PROC. THE PLT RPTED EXTREME FATIGUE AND THIS FIRST INCIDENT MADE IT DIFFICULT TO ACCOMPLISH SUBSEQUENT TASKS. DURING THE REMAINDER OF THE FLT THE PLT INCURRED AN ALTDEV ALT OVERSHOT AND FAILED TO INTERCEPT THE LOC AT THE ALTERNATE ARPT.

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GIVEN MISSED APCH INSTRUCTIONS TO CLB TO 2000 FT AND TURN R HDG 180 DEGS. CLRED FOR LOC/DME APCH TO RWY 9 AT AXH. INTERCEPTED LOC AND AT DUCKS INTXN BEGAN DSCNT TO 600 FT MSL. AT 600 FT MSL AND MISSED APCH POINT; VISIBILITY LIMITED AND NO DISTINCT ARPT ENVIRONMENT IN SIGHT. BEGAN CLB ON RWY HDG AND AT 800 FT BEGAN R TURN TO 180 DEGS. ADVISED AXH APCH I WAS EXECUTING MISSED AND AT 1000 FT CLBING TO 2000 FT. AXH ADVISED TO TURN R TO HDG 090 DEGS. I QUESTIONED A 'R' TURN TO 090 DEGS SINCE I THOUGHT I WAS ON A 180 DEG HDG. AXH INSTRUCTED AGAIN TO TURN 'R' TO 090 DEGS. AS I BEGAN TO EXECUTE THE R TURN TO 090 DEGS; I DISCOVERED I WAS SOMEHOW ON A NW HDG. COMPLETED THE R TURN TO 090 DEGS AND ASKED TO BE VECTORED FOR AN ILS APCH AT HOU. WAS GIVEN VECTORS AND TOLD TO CLB TO 3000 FT. EXAMINED APCH CHART FOR ILS RWY 4 AT HOU AND DIALED IN FREQ BUT DID NOT PRESS BUTTON TO MOVE FREQ TO ACTIVE. WAS INSTRUCTED TO INTERCEPT THE LOC AND TRACK INBOUND. BUT WAS UNSUCCESSFUL AT INTERCEPTING BECAUSE I HAD NOT ACTIVATED THE FREQ AND THE NAV RADIO STILL HAD THE FREQ FOR THE LOC/DME AT AXH. ATC ADVISED ME TO MAINTAIN 3000 FT AND WHEN I LOOKED AT ALTIMETER I WAS IN FACT AT 3300 FT INSTEAD OF THE 3000 FT ASSIGNED. ATC VECTORED ME OUT FOR ANOTHER APCH SEQUENCE TO RWY 4 WHICH I COMPLETED SUCCESSFULLY AFTER ACTIVATING THE NAV RADIO WITH THE PROPER FREQ. SOMEHOW DURING THE EXECUTION OF THE MISSED APCH AT AXH; I BECAME SERIOUSLY DISORIENTED. I BELIEVE IT WAS THIS INITIAL MISTAKE WHICH PRECIPITATED THE SUBSEQUENT ALT BUST AND THE NAV RADIO FREQ PROB. THE LONG DAY STARTED WITH AN ABORTED TKOF FROM TRENTON; NJ; DUE TO A FROZEN PITOT-STATIC SYS AND NO AIRSPD ON TKOF ROLL. AFTER WAITING FOR 2 HRS; THE SYS DID THAW OUT AND I STARTED AGAIN ON MY RETURN TRIP TO AXH. AFTER A REFUELING STOP IN KNOXVILLE; I FILED FOR A 3.5 HR TRIP TO MY HOME ARPT OF AXH WITH HOU AS AN ALTERNATE. THE HEADWINDS WERE SUCH I DECIDED TO STOP IN MERIDIAN; MS; FOR ADDITIONAL FUEL. REFILING AND DEPARTING WITH FULL FUEL; JUST S OF MERIDIAN I ENTERED IMC AND REMAINED IN IMC AND LIGHT TO MODERATE TURB FOR MOST OF THE REMAINDER OF THE TRIP EXCEPT FOR BRIEF RESPITES OF VMC BTWN CLOUD LAYERS. THE LONG TRIP; STRONG HEADWINDS; CONTINUOUS TURB AND LOW CEILINGS ALL CONTRIBUTED TO EXTREME FATIGUE WHICH I BELIEVE ULTIMATELY CAUSED ME TO IMPROPERLY EXECUTE THE MISSED APCH AT AXH. WHEN THE ATC INSTRUCTIONS TO 'TURN R TO 090 DEGS' CAUSED ME TO REALIZE I WAS NOT ON A S HDG; MY ABILITY TO CONCENTRATE PROPERLY FOR AN APCH TO MINIMUMS WAS SERIOUSLY DEGRADED. IN RETROSPECT; I SHOULD PROBABLY HAVE SPENT THE EVENING IN MERIDIAN; MS; AND RESUMED THE TRIP IN THE MORNING WITH THE BENEFIT OF A REFRESHING GOOD NIGHT'S REST. WHEN I REALIZED THE MISTAKE I HAD MADE ON THE 'MISSED' I SHOULD HAVE ASKED FOR VECTORS AND TIME TO REGAIN MY COMPOSURE AND CONFIDENCE PRIOR TO ATTEMPTING THE APCH AT HOU. AS A RESULT OF THIS FRIGHTENING EXPERIENCE; I'VE CHANGED MY OWN PERSONAL FLYING RULES.