When I was learning to drive ooh 26 years ago I was taught to always leave the gearbox in nuetral when parking and turning the engine off. Use the handbrake to hold the car in place. If I remember rightly I was told leaving the car in gear puts excessive strain on the gearbox.
Anyway, years of habit can be hard to break so I always put my Selespeed in neutral before turning the engine off. It beeps a few times to tell me I've done something wrong but there are so many other beeps and warning lights in the car what's another one?
I always like to give the car a 30 second idle before moving off (another habit from my years with a Mazda RX2 rotary). Parking the car in neutral means I can unlock it, open the door, put the key in the ignition and fire it up without having to get in and put my foot on the brake. Incidently, the first thing the gearbox does when you start the engine is shift into neutral anyway.
The only time I leave the car in gear is when parking on a steep slope and then I turn the wheels into the kerb as well. But then again that's standard practice for hill parking isn't it?