Dave,

Like you, I religiously set my parking brake. The advice not to do so was presented in a high performance driving class and was specifically in the context of what to do after coming off the track. As you can imagine, the brakes in this situation are used pretty aggressively and get very hot. Their advice was to not set your parking brake or idle in gear with your foot on the brake while the rotors are hot.

I would think it would take some very aggressive driving to reach the same temperature state in street driving but it probably can be done. If you know you've gotten the rotors real hot (downhill mountain driving requiring extended periods of braking, for example) then allow for that and avoid the parking brake or sitting at idle with the brakes applied.

Another occasion where you want to avoid the parking brake may happen in the winter. A guest once drove to our cabin (which involved some wet, slushy roads) and set their parking brake. The next morning we were unable to get the brake to release because they'd frozen!