Back to the original question.
First, there may be official exit routes prescribed in the AIP. In that case, you just pick the "departure" that is most suitable and fly it. Also in the AIP will be a list of noise-sensitive areas and other no-go places. Obviously whatever you do, avoid these.
If there are no official departures listed, then you generally leave the circuit on the crosswind leg. Once clear of the circuit, turn to your heading. Vertically, just keep on climbing until you are at the cruise level. More often than not you will find you exit the circuit on crosswind while climbing through the circuit altitude (usually between 700' and 1000' AGL).
If you need to overfly the airfield to reach a "downwind" destination, do so at an altitude that is well above circuit height (>1000' above circuit height normally). So you climb to that altitude upwind of the field, and only then cross over the field en-route to your destination. But don't do this with an airfield that has overhead joins or other activity in the overhead, unless you are well above that altitude as well. In that situation, it's better to fly a wide circle around the field (outside the ATZ if there is one).
What I have also done, when I needed to fly to a destination "downwind", was simply fly the circuit at circuit altitude until the end of downwind, and turn towards my destination from there. (If you do so, make sure you announce your intentions on the radio, otherwise it will confuse the other people in the circuit: They'll think you'll simply fly a bomber circuit and will follow you on "downwind" until their frustration with you takes over. And because of that, this might not be a good idea when there is non-radio traffic about.)
Most importantly, study the arrival procedure so you know where the traffic is coming from, how & at what altitudes it will integrate into the circuit, and where the circuit is. Try not to mix with these arrivals. And if you have to, make sure you follow their circuits and don't fly against them.
Particularly if the airfield is using an overhead join, you need to make sure you don't interfere with it. So fly away (from crosswind, or the end of downwind) at approximately circuit altitude until well clear of the field and the OHJs (and outside the ATZ if there is one), and only then climb to the cruise altitude.
It's all a matter of common sense, really. And sometimes there are airfields that seem to be wedged into some impossibly complicated bit of airspace, with restrictions everywhere, and you really are better off calling the airfield beforehand and asking them what the procedure is. Most of these are PPR anyway.
(Don't dread a PPR call. Most airfields are happy to see you come because you are their customer and their only source of income. They just want to make sure you don't kill yourself by flying against a nasty obstacle or another aircraft, or upsetting the neighbors.)
Last edited by BackPacker; 11th Apr 2012 at 08:20.