Three of the most common Visual Approach Procedures in the U.S. are the Canarsie Visual 13L/R @ KJFK, the Expressway Visual Rwy 31 @ KLGA, and the River Visual Rwy 19 @ KDCA. In the 'Missed Approach' section it says - "No missed approach procedure."
If you're on a visual approach there is no 'missed approach procedure. Notify the tower or controlling agency. Comply with their instructions if able. If unable advise them of your intentions.
DO NOT robotically fly the missed approach procedure for the runway you just flew a VISUAL approach to. Years ago we had a flight into KORD go-around on the ILS 14R. They started flying the published missed approach procedure without advising ATC. Unfortunately approaches were also being flown to 09R. The missed approach procedure for the ILS 14R turned to the west towards the aircraft on the ILS 09R.
Pattern altitude or MSA? Before you can answer that there are other questions - what are your intentions? Is the airport controlled or uncontrolled? What did ATC say? Can you maintain visual conditions? Can you maintain VMC/VFR conditions?
Quick checklist?
1. advise controlling agency of go-around
2. comply with their instructions if able
3. if unable advise controlling agency of intentions
4. debate/negotiate options with controlling agency
5. if steps 2-5 are unsuccessful declare an emergency if necessary(rarely, ever, gets this far)