Requirement to fly departure procedures

I was always under the assumption that if my atc clearance received on
the ground was direct to a fix, I was free to forgo the departure
procedure and do an immediate turn after takeoff. I note that FAR
91.129, Operations in class D airspace states that:

"(g) Departures. No person may operate an aircraft departing from an
airport except in compliance with the following:
(1) Each pilot must comply with any departure procedures established
for that airport by the FAA."

So how, on a good weather delay, can one avoid flying the departure
procedure? Note the word "established" vice "assigned"

Stan