The UK assumption is that 'QFE will be set for descent from the final approach fix'. But in reality most airports will permit either QFE or QNH to be used. The advantage of QFE lies in knowing your HAT at all times - particularly useful inaeroplanes without rad alts!
Personally I prefer QFE in the aerodrome visual circuit and on the descent from the final approach fix - but levelling off at a missed approach altitude in the pattern after a late go-around will require the altimeter subscale to be reset when you might have both hands full of aeroplane!