At just about any airport that has service from Europe, please do NOT do what has been suggested in case of a go around, unless you want your TCAS to go haywire.
As previously stated, ATC will immediately give you a heading and altitude. The altitude will probably be the missed approach altitude.
If you tell them you want the published missed at a large airport, you’ll probably be told no, regardless of the kind of approach. Expect vectors.
On the topic of expecting the ILS, ATC will switch you to a visual to expedite traffic flow if necessary, so it’s good to expect that (although, without trying to sound judgemental, I’m not really sure what you’d brief for a visual approach).
What airport are you flying into? Perhaps somebody who goes there more regularly can chime in.
Last edited by Check Airman; 22nd Feb 2020 at 13:29.