it makes sense to back up the brakes with chocks for the simple reason that brakes don't always hold. If you are parking for any length of time though it is certainly worth using tie downs. It is worth however considering a few things when using tie downs.
Assuming that the aircraft is on level ground to start with (if not then tie it down) what is the wind expected to do. As long as it is parked into wind I am quite happy to leave a Cessna 172 without tie downs in up to 35-40 knots. Any more than that and I sleep better if it is tied. However it is best to tie it in a way that it can weather cock into wind because they will bounce quite happily without any risk of turning over, something I have witnessed in 50 G 60 winds. I cannot speak for other types however. It has always puzzled me why many light aircraft have their controls locked with the seatbelt ie full up elevator and aileron in one direction or another. A wing that was at 0 angle of attack has its AoA increased as the wind gets up and wants to roll as well asking for a light aircraft to fly earlier than it otherwise would. Cessna have a wonderfully simple system of the wire lock on the column so the windier it gets the more it pushes nose down therefore increasing the windspeed needed before it wants to fly.
Another post mentions the stupidity of using concrete filled tyres, a total wast of time. Equally so is connecting a suitable tie down to your aircraft using very thin rope! Something you see at almost any airfield. Just remember that while most light aircraft have useful loads of 200 to 600 kgs the wind pays no attention to poh maximums and the aircraft will easily carry more with a few extra knots of airspeed so the only rope worth using is that which has a breaking strain in proportion...........on each wing!