DRG WX BRIEFINGS AT 1024 & 1247 THE PLT WAS ADVISED THAT VFR FLT WAS NOT RECOMMENDED DUE TO LOW CEILINGS & ICING CONDITIONS. AT ABOUT 1418 THE ACFT DEPARTED. AT 1439 THE PLT CONTACTED FLIGHT WATCH (FW) & REPORTED PICKING UP LEADING EDGE ICE 6.4 MI EAST OF THE JULIAN VOR. AT 1443 THE PLT REQUESTED A HEADING BACK TO PALOMAR. FW ADVISED THE PLT THAT FW DOES NOT HAVE DF STEER CAPABILITY & TO CONTACT SAN DIEGO RADIO. THIS TRANSMISSION WAS NOT ACKNOWLEDGED & THERE WERE NO FURTHER COMMUNICATIONS. THE CRASH SITE ELEVATION WAS ABOUT 3,500 FT MSL. THE 1456 SURFACE WX OBSERVATION AT GILLESPIE FLD, EL CAJON, CA, LOCATED ABOUT 25 NM SW OF THE ACCIDENT SITE REPORTED A BROKEN CLOUD CEILING EQUATING TO 1,885 FT MSL. THE PLT'S FIANCE STATED THAT THE PLT WAS ANXIOUS TO RETURN TO ALBUQUERQUE TO CLEAR UP HIS BUSINESS AFFAIRS & RETURN FOR THEIR PENDING MARRIAGE.