Ian
IMHO it depends who who are talking to.
If you are talking to an AFISO en-route, e.g. London Info, I would say "G-ABCD, position, level, now returning to EXXX." You might add a planned routing such as via Town A and Town B, just to hlep the AFISO get the picture.
If you are flying under an ATC clearance (e.g. transiting controlled airspace), you would need to request the change, although if it came to stick and lift - e.g. you were about to fly into IMC and are not instrument or IMC rated (or just don't feel prepared to do it), then you can tell the controller what you need to do and if necessary do it before the clearance, although you may be called on to justify your decision afterwards.
However, this is very much a last option to take - if in your judgement the aircraft would be endangered otherwise, because you do not know what other traffic the ATCO is working and how he/she is playing the game of 3D chess ad may be causing them a problem.