SASless,
I prefer to use a local airfield QNH whenever possible as it is measured / calculated rather than estimated / forecast.
However, in UK it is allowable to fly IFR below TA on an airfield QNH ONLY up to 25 nms from the source, it's not up to personal choice.
Outside that, the regional QNH is a forecast supplied to ensure that a pilot doesn't come to grief with regard to MSA.
If flying beneath (or over) controlled airspace, then obviously one should obtain the actual QNH to make sure an altitude bust doesn't occur....
BTW, incorrect altimetry is the most common cause of a failure in the CAA IR test.