You're telling the controller what rules you're flying under. As your post contains a possible request for DS I am assuming that you are considering this situation outside CAS. In this case, it makes very little difference to the controller what rules you are flying under - BS/TS/DS works the same whether you are under VFR or IFR; with a small anomaly being DS and VFR aircraft not being able to take deconfliction advice that would put it into IMC.
Also, if you are VFR you must, by definition, be VMC.
If someone calls me asking for one of the above services and they don't tell me VFR/IFR, it wouldn't bother me at all. If I really needed to know, I'd ask.
Ref your question concerning asking for a DS in good VMC to practice instrument flying, I'd strongly discourage this, for the following reasons:
1. You do not need to be under a DS to fly on instruments.
2. If it's a nice, clear day in anything other than the back of nowhere chances are the airspace will be quite busy, and anybody under a DS increases the controllers' workload by a large factor.
3. If you are under a DS, a controller may not be able to offer a DS to another aircraft which does need it (i.e. in IMC and through some busy piece of airspace)
However, as far as I am aware this does not mean that you cannot do it.
HTH
Dave