It depends.......
When i drove a manual car regularly I'd be a "in gear and clutch to start" guy habitually, but I guess I've been spoiled a but with auto boxes.
I still have an S4 manual, with that used to leave it in gear with the handbrake off, as it can stand for a while so as to not have the brakes stick.
Then one day I went out to it expecting the battery to be dead, no idea what came over me but I put the key in and turned it (think I was used to the A8/auto) whilst sat next to the car........ yes it did start, and off it went down the drive straight toward my A8. I literally dived in head first and applied the brake with my hand (as in the middle pedal) luckily with enough force to stall it, got out to realise I had about three inches to spare before a very difficult insurance claim form.
Since then I have avoided it, still leave it without the handbrake sometimes but rely on a level gravel drive rather than 1st gear.
Edited to say - I hope the damage was minimal