ATC will tell you whats up when you cancel, if you are IFR and cancel and they want you gone they will probably vector you out. VFR, Mcartier is right suggested heading is not a vector; a suggested heading that flys you toward the bravo should be confirmed, since when did confirming anything w/ATC get you in trouble? Ill confirm it three times on the way there if I am still not sure, I dont care, Im PIC and I need to know.