TRACON REFUSES A VECTOR TO RWY AFTER 2 REQUESTS BY ACR DURING NIGHT OP.

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ZAB CONFIRMED LNDG RWY AT TUS TO BE RWY 29R. ON SWITCHING OVER TO APCH CTL; WE WERE GIVEN A HDG OF 300 DEGS TO THE ARPT. DSCNTS WERE MADE TO 6500 FT AND APCH STATED ONLY APCH WAS A VISUAL TO RWY 21. WE INFORMED APCH THAT WE WANTED VECTORS TO FINAL OR TO BASE FOR FINAL; DUE TO NO APCH PROCS FOR RWY 21; BUT WERE DENIED THIS REQUEST. APCH STATED RWY 21 WAS AT 12 O'CLOCK POS AT XX MI. WE INFORMED CTLR THAT WE DID NOT SEE RWY 21 FROM OUR POS AND REQUESTED VECTORS; BUT WE WERE DENIED AGAIN. WE STATED WE HAD THE ARPT AND RWY 29R BUT WERE INSTRUCTED TO CALL VISUAL ON RWY 21. UPON REACHING APPROX THE END OF RWY 29R; WE SAW AND CALLED VISUAL ON RWY 21. APCH THEN CLRED US FOR VISUAL APCH TO RWY 21 WITH L TURN ON. WE TURNED R AND POSITIONED OURSELVES FOR L TURN ONTO FINAL FOR RWY 21. WE TURNED BASE PRIOR TO RWYS AT DAVIS MONTHAN. TWR CLRED US TO LAND AND WE MADE AN UNEVENTFUL LNDG. WE WERE CONCERNED ABOUT CONFLICT OF PATTERN ON RWY 21 AT TUS AND APCHS AT DAVIS MONTHAN BUT WERE GIVEN NO ASSISTANCE AND TO THE BEST OF OUR ABILITY AVOIDED ALL KNOWN AND POSSIBLE CONFLICTS. NO TA'S OR FURTHER INSTRUCTIONS WERE GIVEN TO OUR ACFT.