This is essentially an easy question to answer, at least in the UK/near Europe anyway.
If you request, or accept a 'visual' approach on an IFR flight plan - you remain in reciept of an IFR service and you should fly a suitable published missed approach for that runway.
If you have cancelled IFR, you should simply return to the visual circuit as detailed, or confirm missed approach instructions with ATC.
If in any doubt, just ask...