Contrary to what some might want to believe: People do have the right to say they don't want to speak on camera or have themselves recorded. Whether it was a smart political move for him is a different issue. He clearly has the right to tell the press to go f*ck themselves - freedom of speech AND freedom of the press does not imply that everyone has to submit to the media.
NVS, I do think it's undignified for Judge's to put themselves in the press. Much the same way I burn up at Prosecuter's using the media to shape public opinion. As far as Scalia being paid by tax dollars...well he's entitled to his personal space. When I see a Clinton-Monica video for sale then I'll perhaps change my view of what's personal and what's public.......
sure - if he's speaking at a private event, he is not under any obligation to broadcast his speech. this one (different scalia incident) is a bit trickier - although it was private ceremony, the seizure was performed by a government agent....