In the UK, can you just take out your plane at your uncontrolled airfield and decide to go up penetrating clouds in airspace G? Without having filed an IFR flight plan and without the goal of flying IFR?
As long as you are rated to fly in Instrument Meteorological Conditions (ie you have a UK IMC or an IR): Yes.
Of course, you would be silly to do this without checking the freezing level and MSA, and most people would recommend that if there is any chance of encountering VFR traffic on the other side, you should be in receipt of a radar service (in practice a traffic or deconfliction service - another UK oddity). Finally, if you're cruising above 3000ft you need to be flying a quadrantal level (yep, another UK speciality).