THE PILOTS WERE ON THE FIRST LEG OF A PERSONAL FLIGHT. THE PILOT-IN-COMMAND HAD OBTAINED A WEATHER BRIEFING ON THE PREVIOUS NIGHT, BUT HAD NOT UPDATED IT ON THE DAY OF THE FLIGHT. THE WEATHER AT THE DESTINATION AIRPORT WAS IN PART: 100 FT OVERCAST, REDUCED VISIBILITY WITH FOG, WIND FROM 020 DEG AT 7 KTS. ON THE FIRST APPROACH, THE PILOT EXECUTED A MISSED APPROACH, BUT DID NOT FOLLOW THE MISSED APPROACH PROCEDURE. THE MISSED APPROACH PROCEDURE WAS TO CLIMB TO 1000 FT MSL ON THE RUNWAY HEADING, THEN TURN LEFT, WHILE CONTINUING THE CLIMB TO 2800 FT VIA THE LOCALIZER COURSE TO THE OUTER MARKER. INSTEAD, HE CIRCLED TO THE RIGHT OVER THE CITY AND REQUESTED ANOTHER APPROACH. ON THE SECOND APPROACH, HE FLEW TO THE LEFT OF THE LOCALIZER AND DESCENDED BELOW THE GLIDE SLOPE AND DECISION HEIGHT. THE AIRCRAFT IMPACTED TREES ON A HILL ABOUT 200 FEET BELOW THE ILS DECISION HEIGHT AND 1.85 MI FROM THE APPROACH END OF RUNWAY 23. A POST- ACCIDENT INVESTIGATION REVEALED NO EVIDENCE OF A PREEXISTING MECHANICAL FAILURE.