I'm one of those folks who got bit by leaving it in neutral with the e-brake on in my last car. Was parked on a VERY slight grade (if you had asked me ahead of time I would have said it was flat). Set the brake and left it in neutral like I had for every other manual I'd owned for 10+ years. Went into store. Some time 15-20 minutes later the cable snapped and the car rolled backwards through the parking lot, over a sidewalk, and into a major thoroughfare where it was hit by a bus. I was extremely lucky that there were no pedestrians on the sidewalk to get squashed and that the bus driver was aware enough to notice that the car in the parking lot was unmanned. He swerved and only caught the plastic portion of the back bumper. The car was only 6 years old too...so it wasn't like the cable was ancient or rusted out or anything...It had just slightly slipped out of the guides at some point and had worn through.
So yeah, I always leave it in gear and use the brake now.
So yeah, I always leave it in gear and use the brake now.