I leave mine in 1st if I'm parked uphill or reverse if I'm parked downhill with the e-brake on. If I'm on a flat spot sometimes I will leave it out of gear. But the e-brakes aren't that great in stangs so if I'm on a hill, it's in gear.
EDIT: oh and with a stick you can't start it anyway unless you got the clutch in. I dunno bout an auto, never owned one.