There are a few departures out there which are VMC limited dependant on the aircraft.
The one that springs to mind is Vargar in the Faroes. If you don't have the single engine climb performance your only option is to fly it visually.
The 146's are quite happy to climb straight out into IMC but my TP has to fly down the valley remaining in contact with the ground and a bloody great rock at the end of the valley until I clear the end and make a turn to the south.
I disagree that a visual approach is an approach all of its own. You are still as such doing the initial cleared approach . Your just visually missing bits out and getting to exactly the same missed approach point. In a radar environment the missed approach maybe very different to the published purely for the reason they can and it helps the other traffic. In a procedural environment its the only thing the controller can pin his hat on to ensure separation. If you do decided to deviate from said missed approach you really are on your own for terrain avoidance and quite possibly endangering other aircraft because the procedural controller won't have a clue where you are in relation to their picture of traffic.