A PC12 pilot experienced fatigue and had several track and altitude deviations on his departure and flight during which he climbed as high as FL200.

Narrative

Initial clearance included a SID; which includes a turn to a heading from the runway heading to intercept a radial to a fix. I had the procedure loaded in the GPS. We had to wait for other aircraft to depart; so I took the time to load the radial in my primary NAV system; which required changing NAV modes to VOR. I neglected to change the NAV mode back to heading before departing; so when NAV was selected on the autopilot; the autopilot flew to intercept the radial; not the intended heading. I was cleared direct the fix and to 6000 FT MSL. I corrected the heading late and then climbed as high as 6400 FT MSL before descending back to 6000 FT. I was given direct an enroute fix and cleared to 16;000 FT MSL. On the track; while at 16;000 FT; I requested FL180; which was unavailable; and I was cleared on FL200. Upon reaching FL200; the winds seemed high; so I requested 16;000 FT MSL again. I reset altimeter for the location. Later I requested higher and the request was granted. I failed to reset my altimeters to 29.92; and so flew at an incorrect altitude until asked by Center some time later to verify altitude. I was just coming off a cold and had just finished recurrent training for the PC-12. The simulator work for the recurrent is intense and resulted in mental fatigue. The simulator training focuses on emergencies and very little ordinary flying technique; so my standard navigation practice was rusty. Although I set up the navigation properly in my aircraft's systems I failed to think through the execution of each step of the navigation prior to takeoff. As it was VMC; I did not prepare as well as I should have for the execution of the loaded flight plan. My poor early performance decreased my cognitive capacity further.