QFE is the norm here in the UK, but the only fields where you'd be dissallowed from flying QNH would be RAF and Army airfields, the Navy uses QNH as a matter of course and whilst all civil airfields will give QFE how you use it is generally commander's discretion.
Having said that, normal drill is to set QFE on primary (PH) altimeter either when instructed by the approach controller, or if flying a visual approach once you transfer to the approach controller.
If departing it's normal to set QNH from the start UNLESS remaining in the visual circuit, in which case you'd leave QFE on throughout.
If transitting an ATZ or MATZ in the UK, you'll normally also be asked to set QFE and given clearances relative to that. Normally other airspace transits will be done in QNH.
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