Can pilots choose runway and landing direction?
Pilots can request a particular runway approach course and landing but in a controlled environment they are at the mercy of ATC. At high traffic (read busy) commercial airports they are unlikely to get their request. As far as I know, shy of an emergency declaration you cannot insist on a non standard runway and expect to get it.   

At a quiet class C or D airport they may very well get what they ask for. I did this a lot during my training at a quiet class D airport. If the winds were favorable to one runway but my instructor wanted to practice cross wind approaches we would request the non standard runway and if no one was around they would often grant it. 



Generally you don't want to fly the non preferred runway if there are windy conditions as landing with a tail wind can be dangerous.