Putting the car in gear when parked just adds to stop it rolling away, I wouldn't normally worry though as handbrakes are so mush better than they were before, If your handbrake doesn't hold that well then it can be adjusted easily. Also it doesn't matter whether you face up hill or down hill 1st gear will hold the car in the same way.
As for starting the car, I wouldn't put it in gear while starting as if your foot isn't all the way to the floor on the clutch peddle you risk it springing forward, that said I would still depress the clutch while starting the car as this make the engine easier to turn over as you have dissengaged the gearbox, so in effect are only having to turn the engine over instead of both the engine and gearbox. This means the starting motor and batter have to work less for the same results.
The 2 things are actually related, as when the engine isn't running but the car is in gear it's the gear box that stops the wheels from turning as in order to turn the gearbox the engine has to turn and there is enough resistance to stop the car rolling.
Quite a lot of modern cars have a safety mechanism so that they won't start unless the clutch is depressed (motorbikes also often have this) - easier to get into the habit of always doing it anyway, just in case you ever get into an older car and it's been left in gear.