Interestingly enough, one of the guest speakers at the Lucaya conference talked about flying to the Azores. He was taking Skymasters to Africa. He preferred the route through the Azores, instead of over the north atlantic.
His reasons were sound: warmer weather, warmer water, more ships, warmer climate when he landed. His trips were in un-pressurized Skymasters. He had an HF radio, but was frequently able to contact airliners to relay position reports. There were aux tanks in the cabin, but he felt that the trip could be done with just the wing tanks, if weather was favorable.
I had the opprotunity to listen to Brian VonHerzon talk about his north atlantic crossings, and our speaker at Lucaya. Comparing the two, it would seem logical to me that the route through the Azores would be preferred.
Incidentally, Brian has an excellent blog going about flying to Iceland, at
http://www.brianvon.blogspot.com