A Corporate Jet was cleared for the CEDAR GROVE VISUAL RWY 1 arrival but they had expected the ILS 6 with a circle to Runway 1. The visual clearance was given late and the procedure was incorrectly executed because they were not ready.

Narrative

On descent for landing at TEB on a Part 91 repositioning flight ATIS indicated to expect an ILS Runway 6; circle to land Runway 1. FMS's were set for this and pilots briefed on contact with Approach. We were cleared for visual CEDAR GROVE VIS Runway 1 arrival for TEB. Note: We were already past the first checkpoint for procedure; airport was reported in sight; but we were not nearly ready for a switch for a (rarely given) visual procedure. First turn was made in the wrong direction by pilot in command. Mistake was discovered and corrected but was questioned by ATC with phone call; etc.; on arrival at TEB. In hindsight; visual procedure should not have been accepted by crew or only if also given an initial vector; altitude; etc.; by ATC. ATC should not have switched to a visual procedure so close to airport in marginal conditions without earlier warning. After arrival at TEB; we noted ATC had switched back to ILS Runway 6/circle to 1 procedures. Too much change too close in on an unfamiliar procedure. Next time I would recommend not accepting this procedure unless given sufficient time to re-brief.