Put it in park. I repeat, put it in park.
One valet learned this lesson the hard way when he let someone's auto-baby roll into the water at Moss Marine in Fort Meyers Beach, Flo.
Photo courtesy of WBBH
Upon reading the report, I'm not sure if it was the valet's fault or the car owner's. A Yahoo! article says that the owner stated that "his car simply rolled off of a dock and into the water after he handed over his keys."
So, that could have been either party's bad. (Just saying.)
At any rate, yea, let's not make this mistake: Put it in park.