It is really a painless process to inform the UK revenue. As a tax advisor, I can say that the UK revenue are one of the best people to deal with when you are abroad.
There is quite a lot of benefit in establishing your non-resident status, e.g. receving bank interest gross, being outside UK tax net etc. Drop by the UK Inland Rev site for more information. In particular, you should read IR20 and IR138, both leaflets which can be downloaded from the website either in .pdf format, or just viewed on screen.
Go to this link http://www.inlandrevenue.gov.uk/leaflets/c9.htm
to pick up the leaflets.