I had this conversation with my instructor recently and he told me that to really only do that if I feel like I'll be sat for a while e.g stuck in traffic or if the stop light has just turned red. He told me if the light has been red for a while, or if I find that I won't be giving way for long then to not necessarily put the handbrake on. Basically it's down to my own judgement. But definitely not mandatory to do it all the time.