It depends to some degree on the plane.
A Cessna (high wing) is much more affected by surface winds, and routinely needs to be tied down if parked in an open area. Chocks are necessary but not enough.
A low wing plane is less affected. Mine (TB20) is quite heavy (1400kg) but I still always chock it, even though I know that, on a flat surface with no brakes set, it would probably take about 30-40kt of wind to shift it.
One cannot rely on parking brakes alone because the hydraulic pressure can be relied on to leak out, generally overnight.
Speaking of chocks, I had something funny happen to me a short while ago: I parked at Lydd, and when I got back ~ 3 hours later, the plane had moved about 5 yards but was still chocked, and one of the two aluminium chocks (both were still in place) was totally flattened - obviously been driven over by a truck. How is that possible?