A P-210 PLT EXPERIENCING ENG PERFORMANCE PROBS; WAS UNABLE TO COMPLY WITH HEADING AND ALT INSTRUCTIONS FROM L30.

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AFTER A LENGTHY HOLD AND CHANGE OF RWYS BY THE TWR I DEPARTED RWY 21 AT N LAS VEGAS; VGT; ARPT WITH A DEST OF DESERT RESORTS REGIONAL ARPT AT THERMAL; CA. PRIOR TO THE FLT I CONTACTED WXBRIEF FOR THE LATEST NOTAMS AND ANY LCL DEP PROCS FOR VFR. I WAS ACQUAINTED AND HAD PERFORMED AN IFR DEP IN SEP 2001. THE SPECIALIST WAS BASED IN RENO BUT GAVE ME THE LCL LAS VEGAS APCH FREQS I WOULD MOST LIKELY RECEIVE. I WAS GIVEN A HEADING BY VGT TWR AND AFTER TKOF HANDED OFF TO LAS VEGAS DEP CTL. AFTER A HEADING CHANGE I WAS DIRECTED TO FLY 'OVER THE NUMBERS' OF RWYS 19 OF MCCARRAN WHEN I HAD THE FIELD IN SIGHT. I WAS DIRECTED TO CLB TO 4000 FT; WHICH I WAS ATTEMPTING TO DO. MY P210N; WHICH I HAVE FLOWN FOR 12 YRS; RUNS A VERY HIGH OIL TEMP ON A HOT DAY AND I WAS APPARENTLY NOT CLBING FAST ENOUGH FOR THE CTLR SO HE GAVE ME A HEADING CHANGE TO THE E RATHER THAN THE 220 DEG HDG I HAD ORIGINALLY BEEN GIVEN. I EXPLAINED THAT MY OIL TEMP WAS AT REDLINE AND HE ASKED IF I NEEDED ASSISTANCE. I INFORMED HIM THAT MY EXPERIENCE WITH THE AIRPLANE WAS THAT IT WOULD COOL ADEQUATELY GIVEN SUFFICIENT AIRSPD AND REDUCED CLB RATE. AT SOME POINT HE ASKED FOR AN EXPEDITED TURN BUT I ESTIMATE I WAS ALREADY AT A 30-45 DEG BANK. I WAS NEVER GIVEN; OR HEARD OF; ANY TFC ALTHOUGH AN ACR B737 WAS HAVING TECHNICAL DIFFICULTIES AND ASKED TO DEVIATE TO UNUSED AIRSPACE TO WORK THROUGH A CHKLIST. THE CTLR REPEATED IF THE ACR NEEDED ASSISTANCE TO WHICH THE CREW REPLIED THEY SIMPLY NEEDED TO RUN A CHKLIST TO DETERMINE THE EXTENT OF AN ANOMALY. I DON'T KNOW IF ANY OF THIS HAD AN EFFECT ON MY FLT AS I WAS EVENTUALLY DIRECTED THROUGH A SERIES OF CLBS AND TURNS TO MY FIRST WAYPOINT; GOF VOR W OF MCCARRAN. BEFORE LEAVING THE FREQ; THE LAST CTLR ASKED ME TO CALL A NUMBER WHEN I LANDED AT THERMAL; WHICH I BELIEVE HE SAID WAS LAS VEGAS APCH CTL. I MADE A NOTE OF THE NUMBER ON A POST-IT ON MY FLT PLAN. BUT; DURING THE UNLOADING PROCESS AT DESERT RESORTS REGIONAL IN THE 112 DEG HEAT; THE NOTE DISAPPEARED. IT WAS VERY WINDY AND I HAD BEEN VERY CONCERNED AND OCCUPIED OVER MY HIGH OIL AND TIT TEMPS WHICH CAME INTO A SAFETY RANGE LATER BUT WERE NOT NORMAL. WITH THE EXCEPTION OF JFK I CAN'T THINK OF VERY MANY MAJOR ARPTS IN THE UNITED STATES I HAVEN'T FLOWN INTO BOTH VFR AND IFR AND CONSIDER MYSELF CAUTIOUS AND COMPETENT. I HAVE NEARLY ALWAYS FOUND THE CTLRS TO BE HELPFUL AND COURTEOUS. I HAVE NOTICED A TREND HOWEVER IN RECENT YRS THAT IN PHOENIX AND LAS VEGAS VFR OR IFR APCHS IN CLR WX TO ADJOINING ARPTS; I HAVE BEEN DIRECTED TO 'FLY OVER THE NUMBERS.' THIS IS FINE FOR LCL PLTS BUT HAVING 2 SETS OF APCH PLATES OUT TO BE SURE TO IDENT THE 'NUMBERS' AT MULTIPLE RWY ARPTS CAN BE CUMBERSOME AND CONFUSING PARTICULARLY ON A HAZY DAY WHICH HAS BEEN THE CASE THE LAST COUPLE OF TIMES I HAVE ARRIVED OR DEPARTED SCOTTSDALE; AZ; OR N LAS VEGAS. IT SEEMS VECTORS OR CHARTED INTXNS IN THE CASE OF IFR FLTS ARE MORE SPECIFIC AND REQUIRE NO MORE VERBIAGE BY THE CTLR.