In the UK it's quite clear - the CAP 413 Radiotelephony Manual says
The ATS messages listed below are to be read back in full by the pilot/driver. If a readback is not received the pilot/driver will be asked to do so. Similarly, the pilot/driver is expected to request that instructions are repeated or clarified if any are not fully understood.
* Taxi/Towing Instructions
* Level Instructions
* Heading Instructions
* Speed Instructions
* Airways or Route Clearances
* Approach Clearances
* Runway-in-Use
* Clearance to Enter, Land On, Take-Off On, Backtrack, Cross, or Hold Short of any Active Runway
* SSR Operating Instructions
* Altimeter Settings
* VDF Information
* Frequency Changes
* Type of Radar Service
* Transition Levels