You should always use FLs when enroute above the transition altitude, even if VFR, unless the pressure is sufficiently low that the flight level is below the TA and therefore unavailable (e.g. FL35 with regional 990 mb puts you at 2800' QNH). Remember that although in the UK open FIR the TA is 3000', the various portions of controlled airspace have their own TAs which can be considerably higher. One important exception is when you have controlled airspace above you whose base is defined as an altitude (e.g. London or Manchester TMAs). Then you should set QNH of the controlling authority and fly altitudes.