A DEPARTING BE1900 DOES NOT MAKE A L TURNOUT FROM RWY 30 AT CLOVIS AND FLIES DIRECT TO THE TXO VOR; FLT PLAN RTE. INSTEAD; THE CREW FLIES RWY HDG; REQUESTING A STRAIGHT OUT 300 DEG HDG TO INTERCEPT THE MIERA 2 ARR (270 DEG RADIAL OF TXO) INTO ABQ.

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WE DEPARTED RWY 30 AT CLOVIS AND CONTACTED CANNON DEP. OUR CLRNC WAS TO TEXICO VOR AND THEN THE MIERA 2 ARR. AS WE WERE CLBING OUT; WE ASKED CANNON TO MAINTAIN CURRENT HDG TO INTERCEPT THE ARR INSTEAD OF FLYING THE FULL RTE. SHORTLY AFTER PASSING 1500 FT AGL; WE COMMENCED A R TURN TO GO DIRECT TEXICO VOR. CANNON ASSUMED THAT WE WEREN'T GOING TO FLY DIRECT TEXICO VOR BECAUSE WE ASKED FOR A DIFFERENT RTE. CANNON MAY NOT BE AWARE OF THE AIM SUGGESTING A CLB TO 1500 FT AGL BEFORE STARTING A TURN WHEN TURNING AWAY FROM THE DIRECTION OF THE PATTERN (IE; TURNING R WHEN L TFC). ALSO; THE PERFORMANCE OF THE BE1900; CLBING AT 3000+ FPM; CAUSES A RAPID CLB. PERHAPS MORE AIRSPACE SHOULD BE PROTECTED WHEN AN ACFT WITH A RAPID CLB AND A LARGE TURN RADIUS IS RELEASED FOR DEP. SUPPLEMENTAL INFO FROM ACN 430039: DEPARTED OFF RWY 30; CLOVIS MUNICIPAL ARPT (UNCTLED ARPT). FLT PLAN RTE CALLS FOR DIRECT TO TXO VOR; LOCATED 12 MI TO NE OF CLOVIS ARPT. CANNON AFB IS LOCATED APPROX 10 MI TO THE WSW OF CLOVIS ARPT. UPON CLBOUT; WE CONTACTED CANNON AFB DEP CTL. WE WERE RADAR IDENTED AND WE REQUESTED PRESENT HDG (RWY 30 HDG) TO INTERCEPT 270 DEG RADIAL OFF TXO VOR FOR ON COURSE TO MIERA ARR INTO ABQ. IN THE PROCESS OF OUR REQUEST FOR ON COURSE HDG; WE CREATED AN UNDUE DELAY IN OUR TURN TOWARD TXO. THIS IRRITATED ATC DUE TO THE PROX OF THEIR ARR AND DEP CORRIDOR. ATC MAY HAVE ASSUMED THAT WE WERE NOT GOING TO PROCEED TO TXO; HOWEVER; IT WAS NOT OUR INTENTION TO BYPASS TXO. WE HAVE SINCE APOLOGIZED TO CANNON ATC AND ASSURED THEM THIS TYPE INCIDENT WILL NOT OCCUR AGAIN. DON'T BE PRESUMPTUOUS IN REQUESTING AND RECEIVING RADAR VECTORS TO ON COURSE.