1. If I am told to "depart XYZ heading 150" while IFR, and the last
heading given to me by ATC does not quite take me to an intercept of
the XYZ VOR, should I turn to intercept the VOR?

No.

You depart on 150, contact approach when told, and then approach control
will give you further clearance. If you lose com, =then= you proceed
according to the lost com rules, which in this case would probably have
you turn to intercept the VOR (I assume the VOR is the first fix on your
clearance, and you're actually IMC).

2. If I am VFR in Class B, on a transition route, are altitude and
heading at my discretion (within the limits of the transition route)
UNLESS ATC directs me to a specific altitude and/or heading, or do I
always wait for ATC to provide exact instructions?

Once you and ATC agree on a route and altitude (or route and altitude
limits), they expect you to fly it. They provide separation from all
other aircraft, and can't do it if your altitude and heading are at your
discretion.

3. If ATC says "proceed direct to XYZ," and XYZ is a waypoint in my
IFR flight plan, do I assume that I can resume my own navigation after
reaching XYZ, or do I maintain the same course and altitude until
otherwise instructed, even after reaching XYZ?

When you pass XYZ, absent further instruction, fly to your next
waypoint. But if in doubt, call and ask. (This is always true, but is
not well simulated by the computer).

4. If an IFR departure plate says "fly runway heading, then vectors to
fix (or) XYZ," I take that to mean that I continue on the runway
heading after take-off, until ATC tells me to turn towards some other
fix. Is this correct?

Pretty much. In practice, you will be switched from the tower to
approach frequency, (or if flying from an uncontrolled airport, you will
switch from the CTAF advisory frequency to approach) after takeoff, and
then you'll call them, saying something like "New York Approach, Cessna
429 Whiskey Charlie off of Danbury, out of nine hundred for three
thousand". ATC will then give you further instructions, such as "Cessna
429 Whiskey Charlie, New York approach, radar contact, fly heading 240
vectors to Carmel, climb and maintain six thousand."

In the sim, you can only communicate when the program allows you to, and
you can only say the things the program allows you to say. In real
life, there's more going on.

Recently I went too far in a
Class B airspace in my sim because I had been told which runway I was
being given, but I had not been told to turn, and I thought I had to
continue in the same direction until ATC explicitly gave me a new
heading. So I'm still confused.

I don't know exactly which communications you're referring to, but in
real life, VFR, if you are landing at an airport in class B, C, or D
airspace, a landing clearance includes the clearance to maneuver
appropriately to actually land there. Landing clearanaces come from the
tower, but class B clearances come from Approach control. You would be
switched from approach to the tower and the tower would give you the
landing clearance.

Jose
--
"There are 3 secrets to the perfect landing. Unfortunately, nobody knows
what they are." - (mike).
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