I always leave in in R and put the parking brake on. That way the habit is there so you don't drain your battery by leaving it other gears when you take a break from driving your car.
I always use the parking brake with cars in gear for all manual transmissions. Like described above, it could pop out of gear, your kid hits the shifter crawling around, etc. and the bad boy starts rolling away.
1968 Camaro convertible, LS1 & T56, Texas Speed 228R cam, 3.42 posi, 17" Torque Thrusts
2011 2SS/RS, LS3, M6, IOM in and out, factory Hurst short throw, GMPP axleback exhaust