Being as how the original question related to "runway heading", rather than a heading on a radar vector, I must disagree with you 604guy. If given an instruction to maintain runway heading, I always assume that ATC wants me going the same way as the extended centreline of the runway. Now, to my feeble and saki-soaked brain, the extended centreline is a track, so I must correct for drift, in order to track out along that path.
This is most certainly NOT the same thing as flying a heading when ATC so directs, as in radar vectoring. Seems like we'll just have to agree to differ but, as I know the protection afforded to an aircraft after take-off is conventionally based around the extended centreline, I've always figured that I'm safer there than wandering (ooops... drifting) to one side or the other.
I also figure that, on the (rare) occasions when I get it exactly right during final approach, I'm actually tracking along the extended runway centreline. I may be unique here but, in a cross-wind, I prefer to stay aligned with the runway than to allow the aircraft to drift to one side of the other of the threshold.