For an auto, I would think that there isn't much of a
difference, whether its in P, N, D when the vehicle is stationary.
Because when its stationary, I am very sure the clutch is
disengaged. But in P, the gears are not clutched and locked, in N,
and D, the gears just not clutched.
So perhaps the best way to conserve fuel is to shut the whole
engine off, but of course nobody does that while waiting for the
lights to turn green. 
Perhaps those who drive a manual can do so on demand,
just by stalling it.
