Circuits, particularly with students: QFE.
Departure/Take-Off checks on sortie to leave circuit: QNH
Departing ATZ: FREDA or somesuch checks to confirm/set QNH
Rejoining ATZ: FREDA etc checks, so QNH to QFE.
Initial/Intermediate/Final IFR approach checks: QNH
Or whatever it says in your training manual/company Ops Manual.
I think this is the UK system. It's what's been expected of me over the past 35 years both mil and civ. (Having said which, I think we were doing PAR on QFE at MoD airfields and perhaps still are?)