Can I use any airport's ILS in uncontrolled airspace for practice without contacting ATC, and break off the approach before entering the ATZ?
Another factor to consider here is that the ILS beam "narrows down" the closer you get to the ground. A slight deviation off the centerline, or off the glidescope, leads to a far greater deflection on the dial when near the ground, compared to higher up.
So practicing an ILS approach well away from the field (outside the ATZ) isn't nearly as fun/serious/hard/effective as flying the ILS all the way down to minima.