Unless I'm on a San Fransisco type hill (none in south Texas) I park it in neutral. Back home in the Appalacians I park it in first if the nose is up R if it's down. Way back in my newbie stick driver days, I had to chase a few cars. hee hee hee.
i leave it in first on a hill. Either direction. If the car is off, it wont roll down hill with the car in first. I always pull the E brake and let off the foot brake, then put the car into first and turn it off. I don't know if that affect anything, but i feel safer knowing the car is rested purely on the E brake, and the tranny is just a back up.
I believe the manual says that one should actually leave it in reverse! I usually leave it in first always, alongwith the e/h-brake. If you are parked facing downhill, reverse is the right way to go and accordingly opposite for facing uphill. The wheels must be turned into the kerb appropriately in either case.