AT 0755, THE PLT CONTACTED BIRMINGHAM APPROACH CONTROL & REPORTED 35 MI SOUTH AT 2,000 FT. HE WAS ADVISED OF THE BHM WX & THAT IT WAS IFR AT THE ARPT. THE PILOT STATED HE WOULD LIKE TO LAND AT ANOTHER ARPT & WAS GIVEN HIS APPROXIMATE POSITION TO THREE ARPTS. AT 0808 RADAR CONTACT WAS ESTABLISHED APPROXIMATELY 6 MI SW OF SHELBY COUNTY ARPT. THE PLT THENADVISED THAT HE WAS MANEUVERING VFR. AT 0811, THE PLT ADVISED HE WAS TURNING SOUTH TO FIND BETTER VFR WX. THE ACFT CRASHED ABOUT 7 MI WSW OF THE SHELBY COUNTY ARPT. THE CONTROLLER WORKING THE ACFT NOTIFIED THE TEAM SUPERVISOR OF LOSS OF RADIO & RADAR CONTACT, WHO THEN NOTIFIED THE DEPUTY CHIEF. AT 0845, THE TOWER CHIEF DIRECTED THAT PRELIMINARY ACCIDENT NOTIFICATION PROCEDURES NOT BE IMPLEMENTED. AT 1400, THREE PERSONNEL FROM THE BHM TOWER, INCLUDING THE CONTROLLER WHO WAS WORKING THE ACFT & HAD REQUESTED 2 HRS ANNUAL LEAVE TO ASSIST, INITIATED SEARCH ACTIONS ON THEIR OWN,& LOCATED THE WRECKAGE AT 1510.