I apply the parking brake and leave it in first all the time, except in the winter. It sucks when you brake shoes freezes to your drums and your ready to go somewhere and your truck won't move. Then you have to unfreeze them and it is -10 outside. Nothing a propane torch through the spokes of the wheels can't fix.
flat ground i leave it in any gear with parking brake. uphill (truck going up hill) i leave in any forward gear with parking brake. downhill. i leave in reverse with parking brake set.
thats how i was taught
Though our engines aren't interference engines, engines that are can be damaged by doing that. If there's no fuel/spark the engine wont start in the unlikely even the vehicle starts rolling in gear so forward is best for down hill and reverese for uphill.