Depends on the car.
My dad's truck: Throw it in 6th and let the brakes pull the engine out of boost, stop and kill it.
My truck: Either throw it in 5th and do the same, or clutch it and let it bang off the limiter while I stop.
My mom's Jeep: kill the engine momentarily to slow down, then turn it back on to come to a stop.
My sister's car: kill the engine (no power brakes/steering), clutch it, and turn the key to on to keep the steering wheel unlocked.
My first car: Just hit the brakes, it only had 77HP and a 3 speed auto.