Just to add my bit from an ATC point of view... Pistongone, a VFR clearance is usually "not above XXXXft", so if the controller gave you a specific level, you'd better believe there was a good reason for it! As others have said, if you can't accept the terms of the clearance tell us and you might just get another clearance which is less restrictive.
And everyone, PLEASE do not tell us your heading when giving your initial call. It is superfluous. Type, route, destination and level is all that's basically required. If we want to know heading, persons on board, what you had for lunch etc, we'll ask!!