Also, remember that the WDTV has 2 power off states. If you just power off, it is in standby mode and it really isn't completely off. You need to hold down the power button at least 7 to 10 seconds for it to completely turn off. I hold down my power button uintil the light is off, then I let go of the power button.
The standby power off / complete power off is always a hot topic and it was a design choice WD made a long time ago, ever since the 1st WDTV Gen 1 was release / sold, which I have.
People sometimes plug the WDTV into a power strip or power cord with a on/off switch and use that switch in addition to powering off the WDTV box. I use this method, but I always hold down my power button until the light goes off too. If you use a lan/network cable connected to the WDTV, you could also see the lan cable light go off too to make sure the power is completely off.
I got use to holding down the power button, but others seem to be put off by this.
Sometimes I do use the standby power mode if I want the box to be ready to turn on in 30 or so minutes later, but most of the time I usually just power it on and let it be on until I'm ready to use it.
It's like turning on a computer and leaving to do something else, then when you come back to it after a few minutes, it's ready to use.
I feel it's the price I have to pay for have this device that no other device can compete with as far as cost, useability, and customization options.