MD80 CREW RPTS CURTLY HANDLING BY LAS APCH CTL ON A VERY WINDY DAY.

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JUST INSIDE FUZZY INTXN ON FUZZY ARR; ON MY INITIAL CONTACT WITH LAS APCH; I (THE PNF) REQUESTED RWY 1L; DUE TO NW WINDS ON ATIS OF 340 DEGS; 27 KTS; GUSTING TO 37 KTS; IN LIEU OF RWY 25L; WHICH WE USUALLY ARE ASSIGNED COMING FROM SEA. THE CTLR IGNORED MY REQUEST AND TOLD US TO EXPECT RWY 25L. I QUERIED HIM SEVERAL TIMES FOR THE ARPT WINDS AFTER THAT IMPERIOUS DECLARATION; AS DID THE FLYING FO (WE THOUGHT A CHANGE OF VOICE MIGHT GET A RESPONSE); BUT THE CTLR WOULDN'T TELL US THE WINDS WITH GUSTS; ONLY THE STEADY STATE WINDS. I FINALLY DEMANDED RWY 1L FOR OPERATIONAL REASONS; AND THE CTLR CURTLY SENT US TO A DIFFERENT CTLR; WHO ORDERED US TO BLD VOR TO HOLD FOR :15 MINS UNTIL HE COULD 'FIT YOU INTO THE FLOW.' HE SUBSEQUENTLY CANCELED THE HOLDING AND GAVE US A VECTOR S FOR THE R BASE TO RWY 1L; TO FOLLOW A B757; WHO ALSO DEMANDED RWY 1L FOR 'OPERATIONAL REASONS;' THEN ASSIGNED US TO THE ORIGINAL CTLR. NOTE THAT BOTH US AND THE B757 HAD TO SAY THE MAGIC WORDS; 'FOR OPERATIONAL REASONS' BEFORE OUR REPEATED REQUESTS FOR RWY 1L WOULD BE ACTED UPON BY APCH CTL. I CONSIDER THE ATC HANDLING WE RECEIVED TO BE SUBSTANDARD. IT WOULD HAVE NEGATIVELY IMPACTED SAFETY HAD WE ATTEMPTED AN APCH TO RWY 25L WITH THE WINDS OUT OF ACFT FLT MANUAL LIMITATIONS; HAD TO GO AROUND; AND THEN HAVE LANDED ON RWY 1L; AS WE KNEW WE WOULD NEED TO PRIOR TO MAKING OUR INITIAL CONTACT WITH THE APCH CTL AGENCY. HAVING HEARD CONTINUING 10+ KT GUST CALLS ABOVE 20+ KT STEADY-STATE WINDS THROUGHOUT THE ARR SEQUENCE; WE KNEW THAT RWY 25L WOULD NOT BE A SAFE RWY WITH THE CONDITIONS BEING RPTED ON THE ATIS AND BY CTLRS AT THE ARPT. IN FACT; OTHER ACFT WERE GOING AROUND FROM RWY 25L. THIS INCIDENT IS NOT UNUSUAL IN MY EXPERIENCE AT LAS; NOR IN THAT OF MY COPLT. THIS INSTANCE OF 'PUSHING TIN' WAS PUSHING SAFETY ON THIS ARR.