Interesting range of answers. My view - which is UK orientated - is that a visual approach is still IFR. In the event of a go-around I will confirm where I want the aircraft to go when the aircraft is established in the climb. The start of a go-around carried out from final will almost inevitably be straight ahead (or runway heading - see plenty of other threads for the debate on the difference). If there is a need for anything else I will tell the pilot what to do in the event of a go-around long before it happens.