My UK driving instructor told me I should park with the car in reverse gear if you're pointing down a hill. I was never quite sure of the logic behind that.
Someone above was worried about "running the engine in reverse" when using reverse gear, so I'm guessing the idea is to match the direction the car will roll if something happens.
Anecdotally (UK), I do sometimes park in gear as well as the hand brake and I know others. I evaluate the situation first and use the appropriate combination. It may sound a bit excessive but a mental risk assessment takes seconds.