Most people just turn off with the key.

Good question!

Guy at the dealership said use the kill switch, so that's what I do with mine. I've turned it off via kickstand only by accident when I put it down first. I'll look up in the manual and see if they say something different.  

How do you turn the key off with the bike in gear?  It's on the same side as the clutch and all backward and far away...  So I'm thinking either put it in neutral and turn off key then shift back into 1st so the bike won't roll away while parked or while holding the clutch twist around in a yoga position to get to it with your right hand or just let th bike take off a bit while you quickly grab for the key.   At least on my bike maybe other models have the key somewhere else it's left side underneath the seat about at the break between the driver and passenger seat.  Kill switch is right next to thumb so I turn it off with that.. Just more convenient... Guess kickstand would work decently too.

I use the kill switch, park in 1st gear, pull the key.  Except in my garage I always park in neutral, so its less hassle when I go to start it the next time.  And I always turn it off, and partially pull the key out, but actually leave it in the ignition at home.  Yep, I ran the battery down once by not turning it off.... major bummer.   I don't intentionally use the kickstand to shut it off, but I guess it doesn't hurt anything.

I like Phel's method too.    

Thieves won't steel your bike by riding off on it... They'll throw in the back of a truck and drive away, fork lock, disc lock, and all......
Takes them 5 seconds...

For any kind of anti-theft deterrent, you have to lock it to an immovable object...
But our bike is seldom stolen because it has little value for parts or resale...

I either use the kill switch or else put the ks down. I usually place the bike in neutral when I am parking it at home. I leave it in gear and lock the forks when parked other places.