Speedbird, the way it works for me is like this....
if you want to enter or cross controlled airspace, you must talk to whatever unit controls it to get a clearance, and you must use whatever frequencies they give you while in controlled airspace.
When you leave their airspace, they may be able to provide you a service for a while (Basic, Traffic, or Deconfliction), in which case you stay with them. Or they may be unable to give you a service, in which case they may suggest another frequency for you to call or may just say to 'call enroute' which means you call who ever you like.
If they are giving you a service outside controlled airspace, and you want to talk to someone else, just tell them you want to change frequency.
If you are transiting an ATZ which only has a Radio or Information service, you should generally call them before entering and after exiting the ATZ. In those cases you tell them when you are changing frequency, they dont tell you.
For the rest of the time (ie not transiting controlled airspace or ATZs).... you dont have to talk to anyone, or you may want to talk to someone who can provide you a service (Basic, Traffic, Deconfliciton), in which case you can call a LARS or other radar service. Or you can call London Information for a Basic service and for the sake of having someone dialled up on the box.