Generally I hold a low gear, 2nd or 3rd to keep the engine speed up for the last minute or so of driving and then let the engine idle for around 10-15 seconds before shutting it off. After the car has been driven hard, I would never allow the engine to idle for any period of time and obviously never shut the engine straight off either. IMO, the cooling down of the engine, oil and coolant needs to be done when the car is still in motion and not left for when the car becomes stationary and the engine at idle speed.