I'd like to file either VFR or IFR depending on the weather and proceed as
direct as I can for fuel. Is ATC going to give me any hassle?

My experience is flying overwater in the Gulf of Mexico, so may not
apply. However my experience is that direct routings IFR overwater are
generally not available at low altitudes. You will be put on an airway
routing. If there is a convenient airway, great - if not, you may not
save much by going overwater.

VFR, you can pretty much do what you want - legally. If you penetrate
the ADIZ, you will need a DVFR flight plan. My experience with these
is that if the various warning areas (which are, of course, not
regulatory) are hot (and many are hot all the time) FSS and ATC will do
everything they can to keep you from going through them. One refused
to let me file a DVFR flight plan because VFR was not recommended (it
was clear all the way).

You can fight it out, of course, but you won't save any time (once you
consider how long it will take you to fight it out) over accepting the
airways routing.

Michael