That is correct. I do this as well EXCEPT if i park for a few mins (getting gas, running into the store, etc).
If there is any sort of incline, or the car will be parked for a long period of time, i set the parking brake...even if on level ground.
The little teeth that engage when you put a trans in Park are not that big. Plus if you don't use the parking brake, it tends to rust up to hell.