The question about "he looked out the window" vs. "he looked out of the window" has already been asked and answered satisfactorily: apparently it's a matter of taste and de gustibus non est disputandum.
Now English is admirably flexible but it cannot be infinitely flexible, hence my question: are there any specific cases where I should better opt for the "out of" or rather for the bare "out" lest I sound like the well-meaning illiterate I really am?
OK, after two days of silence I gather that there's no easy rule of thumb, thus one can rely only on his own Sprachgefühl. Anyway thanks for trying.