I attended a CAA safety evening earlier this year - one 'instructor' said he always taught his students to depart an airfield using regional QNH.
The guy running the show, sorry can't remember his name - was amazed - he basically said it was a CAS infringement waiting - if not already - waiting to happen.
The upshot of it all was that if you are flying under a TMA then you should be using QNH - so departing Biggin Hill or a private strip under the London TMA, then the London QNH should be used in order to avoid busting CAS.
Departing using QFE, then changing to QNH appears a lot of work for nothing - how do you fly the VFR departure and remain below 2500ft if you are then fiddling with the altimeter. What makes it worse is the fact that some PPLs won't fly regularly enough to remember to change to QNH.
BEagle - when you have finished ranting over airline pilots - the fact is, that descending from a FL what is going to be gained by changing to QNH and then changing yet again to QFE ? Again, more work for what?
Personally, when teaching IMC ratings, I don't bother with QFE - students have more than enough to do than start fiddling with the altimeter setting, single pilot, in IMC.