I have never written to any venues yet but always respect notices that may be displayed at locations that I may want to photograph, that and know my rights. If there are no notices and I am not breaking any laws I will argue the point with any "jobs worths" depending on the situation, how important the shot is to me and what mood I am in at the time. If they think its that important I would let them call the police..mostly they will back down long before I would as long as I was very sure I am in the right. If in any doubt at all I just walk away.
Sometimes though it is simply easier to walk away and fight another day by changing the time of the shoot or doing as you suggest and seek written permission prior to the shoot.
I don't know what the situation is here in Germany yet, so far I have not been approahed by anyone but I have mainly been doing my photography outside. I do get the feeling (in Munich anyway) that they are a little more relaxed as just about everyone seem to be carrying a camera. Then there is the slight issue of me not speaking or understanding any German...that could be fun when it does happen that I am told off
