A B767-200 FLT CREW OVERSHOOTS AN ALT ON A MISSED APCH; SUBSEQUENT TO BEING CLRED FOR A VISUAL APCH; HAVING THE APCH CLRNC CANCELLED AND RECLRED INTO IMC.

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SLC APCH VECTOR TO EXTENDED FINAL RWY 35; 210 KTS (ATC DIRECTED); CLRED TO 9000 FT. WE COULD SEE WE WERE GETTING SET UP FOR SLAM DUNK. CLRED VISUAL AT 10000 FT; CLOUD BASE 10800 FT. APCH CTL DIRECTED US TO MAKE S-TURNS TOWARDS E (MOUNTAIN SIDE). BY NOW WE HAD DROPPED GEAR AND SPD BRAKES; FLAPS 15 DEGS. WE SAW B737 VERY CLOSE; APPROX 2-2.5 MI IN THE S-TURN. CAPT AND I WERE ABOUT TO NOTIFY APCH WHEN APCH SAID; 'THIS ISN'T GOING TO WORK. CLB TO 11000 FT. FLY 340 DEG HDG.' WE WERE AT 9500 FT SLOWING TO 170-160 KTS; AUTOPLT DISENGAGED. PUT THROTTLES TO MISS APCH RANGE AND BEGAN TO CLEAN UP. GOT EFIS 'L GENERATOR' LIGHT IN CLBING TURN APPROX 10500 FT. BACK IN IFR WX; CAUSING A DISTR. CLBED THROUGH 11300 FT; BUT GOT BACK TO CLRED ALT. FINISHED CLEAN UP AND 'L' GENERATOR LIGHT EXTINGUISHED. ATC PUT US IN A BAD SPOT. COMPLICATED IT BY DIRECTING VFR MANEUVER; THEN BACK TO AN IFR CLRNC WITH FLAPS AND GEAR; PLUS TURNS COMPLICATED BY ABNORMAL EFIS LIGHT. ONCE BACK TO 11000 FT; THE AUTOPLT WAS RE-ENGAGED. REMAINDER OF FLT WAS NORMAL.