For me, it depends. In my garage, I leave it in neutral and pull up the E-brake. When I'm only parking for a short time, I do the same. For the two nights a week that I have to park my car outside in college, I ONLY put it in 1st. My god damn e-brake keeps freezing on this car, it's so annoying !! As soon as it gets nice and warm, I will just leave it in neutral and use the E-brake, unless I'm on a hill (rare for me).
By the way, legally you are supposed to put it in 1st or reverse. Any way you park your car is fine...as long as you're comfortable leaving it the way you parked it and you feel like it's safe.