Can't believe the discussion here!
Ferris is 100% right, and shuttlebus's extract from CAP413 also supports it. A heading is assigned by a controller to maintain horizontal separation, or to guide an aircraft to a particular point (as in approach sequencing to an ILS).
There is no requirement to report your heading to ATC on first call, unless you have been told to do so by the transferring unit, or until you are asked. When a controller puts an aircraft on a heading it should remain on that heading until another heading, or "resume navigation" instruction is given. If an aircraft is transferred to another frequency whilst still on a heading, it should report that heading on the new frequency.
The "radar heading" as discussed here is nothing other than a heading assigned by a radar controller for the above described purposes, and the word "radar" is superfluous and, obviously, confusing.
Perhaps my fellow UK persons should remember that there are a a lot of other places than just the UK, and that "standard phraseology" is there for a reason. Aeroplanes fly in many parts of the world, and the pilots should use, and expect to hear standard R/T. That's why we have that organistaion called ICAO!