quick VFR altitudes question

I keep reading that in VFR flight, if your heading is 180-359, you would fly at an even thousand (6500,8500) and if between 0 and 179, at a odd thousand (5500). Is this an advisory or is it a RULE? To be true to real life form in the sim, I should be changing altitudes every time I change from east to west? And what if, in the RW I'm just out doing doughnuts in the sky?