I worked for a few months last summer in the records department of an NHS hospital.
As far as I'm aware, you can't have your medical records destroyed, because of the fact that they are ncredibly important should you be taken ill - that way, whoever's treating you can call up all of your history and past illnesses. Even if you're intending to go Private, (which is what I assume you mean by 'withdrawing' from the NHS), the records are kept at your local hospital and merely taken to wherever it is they're needed as and when.
I was actually incredibly surprised at how every single set of notes is kept watch over - if a private hospital, clinic or otherwise calls up to request them, then you have to 'tracer' them out (that is, you have to keep an electronic record of exactly where the notes are at all times) and it's an incredibly efficient system. Anyhow, I digress.
If you're interested in seeing sections of your notes (there are still a couple of sections that you aren't necessarily allowed to see without your Dr's say so - such as the psychiatric section should he/she deem it detrimental to your treatment, or something), then you can do that through the Data Protection Act. If that's what you're interested in doing, I'd suggest calling up your local hospital switchboard, and asking for the Records Department, who will most likely refer you through to someone in whichever department it is at the hospital which deals with members of the public - it might be called something different depending on the hospital, so the Records Dept. is really your first stop, as they're trained in where to send people who are interested in seeing their records.
Even if you should go private as I said above, your medical records are kept in order to help whoever it is that's treating you. Bear in mind if you fell down unconcious in the middle of a street, you would first be taken to the nearest NHS hospital to stabilise you before they could even consider moving you to a private hospital, and regardless of which hospital you were at, they'd need to know what your medical history was in order to assess what was going on.
Hope that helped