In San Francisco signs dictate you do three things: curb your wheels, park in gear, set the parking brake. Hasn't failed me yet. If I'm facing uphill I'll usually leave the car in reverse instead of first though.
If I'm worried about the car rolling, I don't particularly want it turning the engine backwards.
In terms of ratios I don't give it much thought. On pretty much every car I've driven first gear is shorter than reverse (typically first is > 4:1 vs reverse at < 4:1).
Sounds like he's talking about manual transmission--in an automatic, you can't take out the keys if it's in drive (nor would you want to, as "park" is better for parking)