Straight from the AIM!
"ODP's provide obstruction clearance via the least onerous route from the terminal area to the appropriate en route structure. ODP's are
recommended for obstruction clearance and may be flown without ATC clearance unless an alternate departure procedure (SID or radar vector) has been specifically assigned by ATC."
"The AIM indicates that obstacle clearance responsibility rests with pilot’s when they choose to climb in visual conditions in lieu of flying a departure procedure and/or depart under increased takeoff minima rather than fly the departure procedure. Consideration of these factors is the responsibility of the Pilot-in-Command."
"Pilots operating under 14 CFR Part 91 are
strongly encouraged to file and fly a DP at night, during marginal Visual Meteorological Conditions (VMC) and Instrument Meteorological Conditions (IMC)"
http://www.faa.gov/AIM/Chap5/aim0502.html#5-2-6
Follow them all the time, if you want to. Personally, if I can maintain VFR until the enroute segment or vectors, and the terrain/area is familiar, I will do what I want.
Notice the words 'strongly encouraged,' because there's no legal requirement to fly a DP, unless cleared to do so by ATC. Of course you could break other rules by not flying the DP in N-VMC/M-VMC/IMC, ie. minimum safe altitudes, and operating in a careless and reckless manner.