I was always taught "brakes set". Most of my flying is in a Chipmunk, which requires a couple of notches on the brake lever in order to give you differential braking. When landing with a crosswind, you need a small amount of differential braking to keep the aircraft straight during the landing run. You might sometimes also need brakes set for takeoff for the same reason - if there was no crosswind on the subsequent landing, then you would need to take the brakes off again.