BFR DEPG AT NGT WITH NO FLT PLAN, NON-INST RATED PLT WAS ADZD OF PSBL CLDS FORMING AT A LOW LVL. EN ROUTE, HE GOT RADAR FLT FLWG. APCHG HIS DESTN, HE GOT VCTRS & ALT CHGS TO AVOID WX & OTR ACFT. AT 2001:04, RADAR SVC WAS TRMTD WITH PALM BCHAPCH CTL TO CONT VFR TO STUART ARPT. AT 2001:24, AFTER CTCG STUART TWR, THE PLT RCVD LNDG INSTRNS. AT 2004:10, HE SAID HE COULDN'T FIND THE ARPT & HAD CLDS AHEAD. AT 2005:45, HE SAID HE WAS IN CLDS & WAS CLIMBING TO 2500'. AT 2008:05, HE CHGD BACK TO APCH CTL FREQ & RPRTD HAVING A PRBLM WITH WX & REQUESTED HELP. WHEN ASKED WHAT HE WANTED, HE REPLIED: 'TURNAROUND SOUTHBOUND.' AT 2008:43, THE CTLR RPRTD RADAR CTC, 10 MI SOUTH OF STUART & ASKED (TWICE) ABT HIS INTENTIONS; BOTH TIMES, THE PLT ASKED FOR SOUTHBOUND HDG. AT 2009:01, CTLR GAVE HIM A 180 DEG VCTR & TOLD HIM TO MAINT VFR; THE PLT REPLIED HE WAS NOT VFR & SUBSEQUENTLY ASKED IF THE CTLR WANTED HIM TO CLMB. CTLR ADZD HE COULD CLIMB AT HIS DISCRETION, BUT HE (THE CTLR) COULDN'T REALLY TELL HIM WHAT TO DO; SOON THEREAFTER, CTC WITH ACFT WAS LOST & IT CRASHED IN THE OCEAN