CLEARED FOR VISUAL TO GTR ARPT BUT LANDED AT M83 BY MISTAKE.

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FIFTY MI OUT FROM BIGBEE VORTAC; WE WERE FINALLY ABLE TO FLY DIRECT TO THE VOR. COLUMBUS APCH; HOWEVER; TURNED US BACK TO THE SW (220 DEGS) AND DID NOT TURN US BACK UNTIL 35 DME ON THE 270 DEG R OF BIGBEE. USUALLY OUR FLT PATH BRINGS US TOWARDS GTR FROM THE NE. WE DSNDED TO 3300' MSL AND WERE TOLD THE ARPT WAS 1 O'CLOCK AND 5 MI (AS I RECALL). WE VISUALLY SIGHTED A FIELD WITH THE PROPER LAYOUT AND RWY CONFIGN. WE TUNED IN THE ILS FOR RWY 18; BUT RECEIVED NO ID. THIS WAS OUR FIRST CLUE OF SOMETHING WRONG. WE WERE HIGH AND WERE CLRED FOR THE VISUAL; SO A LOT OF COCKPIT WORK WAS GETTING THE ACFT SLOW AND CONFIGURED FOR LNDG. ON SHORT APCH OUR INSTINCTS WERE SCREAMING 'WRONG ARPT;' BUT WHEN WE SAW '18' WE CONTINUED AND I LANDED AND WAS IMMEDIATELY AWARE OF MY MISTAKE. WE DETERMINED PERFORMANCE FOR TKOF AND DID SO TO LAND MOMENTS LATER AT GTR. COMPANY WAS CONTACTED AND WE WERE INFORMED TO CONTINUE TO MERIDIAN; MS; OUR NEXT AND FINAL DEST OF THE EVENING. I'VE BEEN GUILTY OF SCOFFING AT PLTS OF MAJOR AIRLINES WHO'VE COMMITTED SIMILAR ERRORS. NOW IN A FLASH; I'VE JOINED THEIR RANKS. ALTHOUGH TOO LATE FOR THIS PLT; HERE'S ADVICE I'VE HEARD AND NOT HEEDED: 1) USE ANY INSTRUMENT LNDG FAC AVAILABLE. 2) TRUST YOUR INSTINCTS. 3) QUERY RADAR CTLRS IF IN DOUBT. 4) GO AROUND AND IF NECESSARY; EVEN CAVU; SHOOT THE APCH. ATC DID NOT WARN US OF OUR MISTAKEN CHOICE; SO DON'T RELY ON THEM. THEIR LANGUAGE IN THE BACKGROUND OF ATC'S REPLY TO MY ADMISSION OF A VISUAL APCH TO THE WRONG ARPT IS STILL SMOLDERING IN MY MIND.