A lot of airfields do use QNH rather than QFE - have a listen to the ATIS of any large airfield or look at the METARs. It is more relevant when flying pilot-interpreted instrument approaches, where the procedures are always referenced to QNH.
QFE is used more by training/smaller/VFR airfields and is easier for students/PPLs to use as you can just fly a 1000ft circuit rather than 1345 ft (or whatever). QNH is normally given as well. The RAF also use QFE (or used to, not 100% sure now), as their procedures are generally much more ground-controlled i.e. PAR, and ground controllers/PAR screens naturally work with reference to the runway threshold.
Regional QNH on the other hand is fairly meaningless and I personally never use it, preferring to use (and teach) use of any airfield QNH within 25nm. If, however, I was using regional QNH I wouldn't bother setting airfield QNH when flying past on a basic service, only if I was entering the ATZ.
Last edited by DB6; 10th Jul 2012 at 08:22.