To save power, I often "Sleep" my home computer.
Or with a zero client, I often "Lock" my computer.
To prevent myself from accidentally clicking "Shut Down" in the Start Menu and to configure your power button:
1) Right click on your taskbar
2) Properties | Start Menu tab
3) Change the "Power Button Action".
Note that the button on the bottom right of your start menu is considered a power button...
. This works on my iPod Touch 8 GB (2nd Gen) and with my home PC via a