Back wheel.

You put the front wheel in, the bike can tilt via the headset. Back wheel, it can't tilt.

Better would be to lean the bike against the building using just the back tire. If you do so, the bike can't roll, can't turn, etc. It's how many experienced riders prop up their bikes.

In really gusty winds you prop the bike up at more of an angle.

Don't prop against the bars, front wheel, frame, etc. All allow the bike to roll/slide.