Hi Oneleg,
This can become a complicated subject, but here's a "simplistic" description.
If the Airfield is "Controlled" i.e. ATC. Then it's generally up to the controllers to dictate which Arrival (STAR) and which Approach will be used. Variables such as Weather (most into wind RWY), Traffic (density and what direction are they all coming from) will further dictate which procedures ATC use. Yes, Pilots can "require" a particular Approach if they need to (maybe the into wind RWY is too short, or too much tail wind etc), but generally speaking, we will accept the Arrival and Approach assigned to us by ATC.
Can you change your mind? You can to a certain degree. If you've been cleared for a particular approach, then ATC expect you to track a particular way (route) and at certain speeds. This is to separate you from other Aircraft. If there's a particular change you wish to make, such as cut a corner or change to visual approach, this needs to be requested and approved by ATC. It's not uncommon to have everyone on an Instrument Approach in good weather, for no other purpose than to have everyone spaced out a certain distance, and at expected speeds. If everyone was just "cleared visual approach" speed constraints can be waived and separation between aircraft could be reduced to unacceptable levels (from the point of view of ATC).
If the airfield isn't controlled. Then it might be as simple as the Pilot making a decision as they get closer to the field. Good weather, lets do a Visual Approach. Bad weather (or maybe some traffic), it might be best to conduct an Instrument approach. In which case, our procedures dictate that we pick a "straight in" approach where possible. As opposed to an approach that requires us to fly over an Aid like a VOR or NDB. This saves time and fuel.
However, the airport may have written procedures that dictate how Aircraft approach and depart the particular airfield. This may be due to the density of traffic, terrain, local noise abatement requirements etc.
I hope this helps.