BEFORE TAKEOFF, THE PLT WAS INFORMED OF A SEGMET WHICH FORCASTED OCCASIONAL SEVERE RIME OR MIXED ICING FROM THE FREEZING LEVEL AT 8000 FT UP THRU 20,000 FT & MODERATE TO SEVERE TURBULENCE BELOW 18,000 FT. ALSO, EMBEDDED THUNDERSTORMS, LIGHTNING & THUNDER WERE FORCASTED. THE PLT TOLD THE BRIEFER THAT WOULD 'PROBABLY NOT GO.' HOWEVER, HE TOOK OFF ABOUT 14 MIN LATER WITHOUT FILING A FLT PLAN. THE LAST RADAR CONTACT WAS APPRX 33 MI SSE OF FARMINGTON, NM IN THE VICINITY OF THE CRASH SITE. THE ACFT IMPACTED AT HIGH SPEED WHILE IN A STEEP NOSE DOWN, RIGHT WING DOWN ATTITUDE, AT AN ELEVATION OF ABOUT 6500 FT. THE 0850 MST WX AT FARMINGTON (ELEVATION 5503 FT) WAS 500 FT BROKEN, 10,000 FT OVERCAST, VISIBILITY 5 MI WITH LIGHT RAIN, SNOW & FOG, WIND 250 DEG AT 10 KTS. RADAR DATA SHOWED THAT THE ACFT WAS CHANGING ALT & HEADING ABRUPTLY BEFORE CONTACT WAS LOST. THE PLT HAD NOT LOGGED INSTRUMENT TIME FOR APPRX 3 YRS.