The other day we were coming in on the VOR to 13L and JFK and we had to go around due to weather and low ceiling. At least 6 or 8 other aircraft had to do this. Instead of tower telling us to fly the published missed we're all told to fly something different. It seems to me it would cut down on radio transmissions. I was all prepared to climb to 4000 and fly a heading but instead were told to fly to 3000 and fly a totally different heading. I totally missed the different altitude and was about to blow right through 3000 before my CA stopped me. I can see other aircraft doing this as well as doing a missed approach in IMC is a very busy time in the cockpit.

Obviously we all couldn't hold at the same altitude but it's it still nice to have an initial altitude to climb to without having to ask. I had pretty much engrained in my head 4000 instead of 3000.