Our Ops Manual states that setting the parking brake on a contaminated RWY is prohibited. Other than that it comes down to personal preference.
Personally, if I set the parking brake on the RWY (only if the expected delay is more than a minute), I keep my hand on the lever as a reminder. And I always tell my colleague when I set/release the brake so he/she knows what I am doing.
If I remember correctly, there was an incident many years ago when a crew (DC10?) performed a takeoff on a contaminated RWY with the parking brake set. No one realised that mistake until the tires blew later upon touchdown at destination.
DBate