FATIGUED DC9 PLT LOSES SITUATIONAL AWARENESS DURING UNSTABLE APCH BUT IS AIDED BY COPLT.

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I'D LIKE TO SAY SOMETHING ON THE AFFECTS OF FATIGUE; BAD WX AND FLYING: THEY DON'T MIX. THIS PAST MONTH I WORKED 19 DAYS (14 REGULAR; 5 FOR TRAINING. OF THOSE 5 DAYS; 1 WAS EXTRA BECAUSE THE SIMULATOR BROKE). ALL IN ALL IT WAS A STRESSFUL MONTH. THE DAY THIS EVENT TOOK PLACE WAS DAY 3 OF 4. I HAD GOTTEN UP AT XA00 AFTER GETTING ONLY 3 1/2 HRS OF SLEEP; SO I COULD DRIVE TO WORK FOR A XB35 SHOW TIME. STRONG SURFACE WINDS PRECIPITATION; LOW CEILINGS AND VISIBILITY WERE PRESENT. THE LEG DTW-FNT WAS THE WORST LEG I HAVE EVER FLOWN IN MY CAREER (MY OWN EMPHASIS). EVERYTHING WAS ROUTINE UNTIL THE APCH. STRONG SURFACE WINDS WX 7 OVCST 2 MI RAIN AND MIST; WIND 320 DEGS AT 12 KTS. WE WERE CONFIGURED EARLY. APCH GAVE US OUR INTERCEPT 310 DEG HDG TO JOIN MAINTAIN 3000 FT UNTIL ESTABLISHED CLRED ILS RWY 27. IT BECAME OBVIOUS TO ME THAT WE WERE NOT GOING TO JOIN ON THIS HEADING UNTIL AFTER PASSING THE OM DUE TO THE WINDS; SO I FLEW 320 DEG HDG. APCH ALSO REALIZED THIS AND GAVE US LOWER SO WE WOULD NOT BE HIGH WHEN WE INTERCEPTED THE LOC. I HAD COUPLED THE ACFT TO THE AUTOPLT FOR A SMOOTH TRANSITION. IT NEVER HAPPENED. I DISCONNECTED THE AUTOPLT AND DECIDED (ALONG WITH MY FO) TO GO MISSED APCH. WHAT HAPPENED NEXT SCARED THE HELL OUT OF ME AND; AS MY FO ADMITTED LATER; HIM TOO. I WAS SO FAR BEHIND THE ACFT AS TO SAY I HAD LOST MY SITUATIONAL AWARENESS. I FOUND MYSELF IN A 60 DEG BANK TO THE R DSNDING WITH 2000 FT OF ALT BTWN ME AND THE GND. I OVER-CORRECTED THE DSCNT AND CLBED TO 3500 FT (OUR MISSED APCH CLRNC WAS 270 DEG HDG MAINTAIN 3000 FT). AT ONE TIME IN THE 60 DEG BANK I WAS ON A 360 DEG HDG. I COULDN'T KEEP UP WITH THE ACFT. MY FO FINALLY SAID 'DO YOU WANT ME TO TAKE IT; I CAN FLY IT.' AT FIRST I SAID 'NO' BUT REALIZING MY ACTIONS WAS FUTILE AGREED. HE FLEW THE APCH AND LNDG UNEVENTFULLY. WHEN I THINK ABOUT THE POSSIBLE OUTCOME OF ME TRYING TO SALVAGE THE REST OF THIS LEG; I SHUDDER. I WAS SO RATTLED THAT I DIDN'T SLEEP MUCH THAT NIGHT. SOMETHING LIKE THIS HAS NEVER HAPPENED TO ME BEFORE; NOT IN 23 YRS OF FLYING. I THINK THE COMBINATION OF FATIGUE AND BAD WX; A LATE CLOSE TURN TO INTERCEPT THE LOC; A SLOW AUTOPLT; A GAR FROM AN UNUSUAL ATTITUDE; AND ME NOT BEING IN THE LOOP ALL CONTRIBUTED TO THIS EVENT. THEY SAY A GOOD FO IS LIKE GOLD. THANK HEAVENS FOR MINE ON THIS DAY. CRM ALSO PLAYED A POSITIVE ROLL IN THAT MY FO PRESSED ME DIPLOMATICALLY ENOUGH FOR ME TO SAY 'ENOUGH IS ENOUGH.' THAT'S WHY THERE ARE 2 PLTS IN THE COCKPIT. SUPPLEMENTAL INFO FROM ACN 450859: COPLT RPT. ON MISSED APCH; CAPT GOT BEHIND ACFT AND CLBED 500 FT ABOVE ASSIGNED ALT.