Having spent circa 2,000 hrs in the back of the simulator, training and checking, and having seen both QFE and QNH ops I know which I prefer - definitely QNH - as has been said by Chilli Monster the number of missed approaches I have seen where QFE is used and we get an alt bust due to not/late setting of QNH.
Stateside they dont even call it QNH - its THE altimeter setting.
Lastly, reminds of going into Crete on a nice weather day and we were about number three in the visual approach "queue" to join right base RW 27. The Greek ATCO was working like a one armed paper hangar with arrival and departure tracks the same and much traffic - no radar, all separation based on DME. In the middle of all the RT chat Danair who had been cleared for a visual asks for the QFE - the controller replies in rather exasperated voice "Danair, the QFE is 3 millibars less than the QNH!" - I could hardly control my laughter - you had to be there to appreciate it!