I was taught (and this is in low-performance types) to set 1013 at the start of a climb which is to finish at a FL, and set QNH at the start of a descent which is to finish at an altitude (or QFE/height). Gives problems if you have a change of plan half way but it's one less thing to remember during the climb/descent and helps avoid busts. Even more important I guess if your climb rate is in the 1000's of fpm...
Tim