IFR PA28 DEP FROM JAC EXPERIENCED RADIO PROBS AND DECIDED TO CIRCLE RATHER THAN COMPLY WITH CLRNC AND ENTER IMC.

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DEPARTED JAC WITH STORM MOVING IN FROM SW. DEPARTED TO SE. TWR HANDED ME OFF TO ATC. SEVERAL ATTEMPTS ON ATC FREQ DID NOT RESULT IN REPLY FROM ATC. RETURNED TO TWR TO RPT PROB. ADVISED TO RETRY. STILL NO RESPONSE. BACK TO TWR FOR ADDITIONAL HELP. ADVISED TO CONTINUE TRYING. CEILING AT 12000 FT. DID NOT FEEL IT WAS A GOOD IDEA TO ENTER CLOUDS WITHOUT ATC CALL BACK. TOLD TWR I DID NOT WANT TO ENTER CLOUDS WITHOUT ATC AND RPTED THAT I WOULD CIRCLE BACK TO JAC. WHILE CIRCLING; BECAME AWARE THAT JAC WAS SOCKED IN WITH STORM. CONTINUED TO CIRCLE. RECEIVED CALL FROM ATC AND CONTINUED ON COURSE. WHILE CIRCLING; TWR ADVISED TO FOLLOW DEP PROC UNDER PRESSURE. DECIDED IT WAS BEST TO AVIATE RATHER THAN FUMBLE THROUGH PLATES TO APPROPRIATE DEP PROC. IN RETROSPECT; I REALIZE I SHOULD HAVE CONTINUED INTO CLOUDS; HOWEVER; THIS WAS THE FIRST TIME I ENCOUNTERED A PROB COMMUNICATING WITH ATC. THIS REALLY THREW ME OFF. SIT WOULD BE AVOIDED IN 3 WAYS: 1) PAST EXPERIENCE WITH SIMILAR PROB (I WILL CONTINUE ON COURSE NEXT TIME); 2) ATC TIMELY RESPONSE TO DEPARTING TFC; OR 3) TWR SPECIFICALLY SUGGEST CONTINUE ON COURSE INTO IMC (FLT IN MOUNTAINS DOES MAKE THIS AN UNNERVING ALTERNATIVE).