Like others have said, the company procedures are probably best to follow if you got them...I will add this also

I have heard guys getting calls from the FAA about not leaving the pattern correctly when in this example Tower was closed...just departing (VFR with a IFR Clearance from APP or CTR above) and at my company (121) at 400AGL you can turn on course ...Our FOM says if we can maintain our own terrain clearance it is pilots discretion on whether or not we follow it based off what people have mentioned already. However we always tell ATC if we can maintain our own terrain clearance in the climb just to make sure there is no confusion on what ATC expects us to do.

So even with nobody in the pattern someone on the ground called and complained because a pilot decided to turn right at 400ft and not do the traffic pattern, the FAA did not like that.

Deciding whether or not to follow it isn't really cut and dry like we all hope it is...There are many factors that come into play and its almost a case by case scenario for this one. Also people are quoting stuff they are reading in the AIM...remember that is for guidance only, its not a reg...yes the FAA can still get mad at you for doing something different then what is in there but still not a violation....

Hope this helps!