If you were last cleared to the airport, then that is your clearance limit.

Personally, I don't like filing an initial approach fix for my limit and I never file an approach in my plan. Since we travel into larger fields, it is a waste of time since the controllers have their own traffic plan and you kinda have to play by their rules.

In addition, some of the approaches I've flown have IAF's that are 10 or more miles from the airport. I'd personally rather fly to the airport and hold that the IAF and hold if I had an emergency situation. Just a personal preference though.