We do plenty of approaches into busy Southern European airports where an initial IFR approach is cancelled and a visual approach is requested and given if appropriate. We always plan to go-around into the IFR go-around from the original briefing because that is what ATC expect us to do. In reality, most of the GA's I have done have resulted in additional instructions (or a request from us) from ATC to do something different, such as a Vector or a clearance to turn downwind into the visual circuit. I think the main point I have seen in practise, is that the standard of ATC varies so greatly across Europe, in the absence of clear instructions, you have to do the published IFR GA to be safe. It is the one action that both the pilots and the controllers can 'see' and understand. It may say something different in the JAA manual, but if you have ever witnessed Palma de Majorca ATC screaming at 20 pilots who are all screaming back in 20 different accents of English during multiple GA's from TS activity over the field, you'll want something solid to hang your hat on!