NoyGonnaDoIt has it right. Sure, the FAA entry procedures are "recommended", but they are designed to keep you safe and legal. Are you absolutely sure your made up procedure is going to keep you safe? How do you know?
A few years back, Air Force Flight Safety Magazine (FSM) had a very good article about this very subject. Now mind you, I grew up flying in the USAF. The USAF doesn't always get things correct when it comes to flying (don't even get me started); however, the FSM article explains WHY those procedures were created, and HOW unsafe you could be applying different techniques.
Basically, it all comes down to the design of the holding airspace which differs between the FAA and other agencies (ICAO, PANS OPS, etc.). Holding patterns created by the FAA are not very forgiving whereas overseas you have a larger safety margin. Holding airspace takes into consideration terrain of course, but also winds, altitude, and other constraints.
If you fly the "recommended" entry procedures, you remain safe. Otherwise, you're a test pilot that hasn't gone to test pilot school. And the FSM article showed in several instances where using the wrong entry CAN KILL YOU.
What scares me are the folks on here who admit to just doing whatever they want because it is easier than remembering those pesky recommended entry procedures. You are the type of person who doesn't belong in cockpits.