Reverse to prevent wear as it locks the shaft and although you don't specify which, leave the seacock open as you are bound to forget and run whatever it is dry!
If your gearbox is hydraulic putting it into gear will have no effect because you need the engine to be running to provide hydraulic pressure. The only answer here is to have a shaft brake fitted.
....from 3-bladed prop is that when it´s locked it gives less drag compared when freewheeling.
If your boat is a longkeeler - alingn your (mark the shaft) 2-bladed prop so it is locked verically and hidden behind the deadwood.
But if you have a hydraulic controlled gearbox your prop will freewheel regarless if the box is in neutral, reverse or forward. A separate shaft-brake will be needed.
I (nearly) always leave it in gear, and also leave the engine seacock on - then if I have to start the engine quickly I can, without remembering to dash below and turn the water on.
I used to religiously turn it off untill one day I forgot and 5 minutes later I wondered why the engine was so noisy - shut down quickly and discovered no impellor, fitted spare quickly and was up and running again a minute later.
I do have a Speed Seal for quick changes - well worth the money.
For ordinary gearboxes, manufacturers generally recommend leaving it in neutral when sailing with a fixed-blade prop, and putting it in reverse if sailing with a folding prop. This is certainly the advice given in my Volvo Penta manual.
Don't know which Penta gearbox you have PVB but mechanical gearboxes from Volvo must not be allowed to freewheel. This is because the oil flinger is driven by the input gear, i.e. the engine, if output shaft/ gear and selector is rotating with the prop, abnormal wear will take place because of lack of lubrication. This is particularly noticable with VP MS2B gearbox. Local dealer then prob rub hands with glee!!!!!!!!!!!!.
The manual for my Penta 2010 says the same - fixed in neutral, folding in reverse. I now have fitted a Brunton feathering prop, the instructions for which say to put the gear in forward.