You should use the "handbrake" and put the car in Park if it is an auto, or in first or reverse (depending on whether it is pointing down or up a hill respectively) if it is a manual. I admit to being lazy and only bothering with the hand brake (operated by foot, of course) when parking on a hill.

Importantly, the hand brake will not hold a car on an incline: you should also leave it in Park (auto) or in gear (manual).

Likewise, on an icy incline, Park alone will not hold an auto: because of the differential, only one wheel is locked: this will skid while the other wheel rolls (this has happened to me: applying the handbrake held the other wheel and that was enough).

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JJ Rodger
2013 G350 Bluetec
1999 SL 500
1993 E300 diesel T
1990 190