You were refused an entry clearance to the UK, but still may qualify under Paragraph 23A of the rules to apply for leave to enter at a border point. And your question is: should you try for leave to enter?
The UK has a (working) policy that people in your situation should continue to apply for entry clearance until they are successful, and after that you don't have to apply any more. People still show up at the border and try their luck with mixed results. There is no body of evidence that indicates success one way or the other.
You will have a landing interview when you arrive, and there's two or three things to be aware of...
The Immigration Act 1998 refines the original 1971 definition of 'deception by silence' to include material omission from a landing interview. Since a prior refusal is material, you'll need to declare it or risk becoming an illegal entrant. That is an outcome to be seriously avoided. Also if you get compromised inside the UK and your biometrics flag up, you'll be sent to a detention centre for removal.
If they scan your passport (and the system is working), your history will flag up (even if you have a new blank passport). If you haven't already declared your prior refusal and they notice it first, you can expect to be in trouble.
If, on the other hand, you explain how your current circumstances are different than the prevailing circumstances causing your prior refusal, they will let you in. Once that happens, you can continue to use Paragraph 23A to apply for leave to enter at the airport in the future.
Note that the landing interview is heavily influenced by personal impact. I always advise carrying a written change of circumstances along with you.
If you get advice from their web chat facility, you should carry a print-out of the entire transcript. IO's know that the web chat is crap and will not happily accept the excuse "...they told me in web chat that it was ok..." without evidence.
