Not sure this thread won't slide into a QFE vs QNH debate (that must be on this forum somewhere...)
The problem with QFE is that almost noone else in the world uses it, and if you've been brought up with it, it's difficult to transition to using QNH for instrument approaches anywhere else in the world.
I remember reading a horror story in the mid-80's about an UK helicopter crew that didn't remember they had to use QNH when doing a radar approach at a German airfield with an elevation of 250' or so.
If memory serves me right, Oxford Air Training School doesn't use QFE at all, as their students come from all over the world, as just one example.