Depends on the car in which I am sitting.
I have two cars. One is a Fiat whose model was designed in the 60's. I close the door by gripping the lock which is in the shape of a horizontal rod.
Other is a Maruti Suzuki Esteem which I close by gripping the holder designed.
Fiat also has a holder but I prefer the lock.
If I am sitting in a truck or a car with window completely open, then I hold the window pane.
All other cars I close by gripping the handle provided.