This is like one of them buttons that state do not press. Do it. ha. This is just general advice for any computer/electrical equipment. Obviously if you shut down properly it goes through it motions of a shutdown.
Unless you are really really unlucky, you are not going to break anything by pressing the on/off button...and sometimes your box will totally freeze and you have no option but to hard reset it.
As gmang states, worse case is you might have to manually refresh some things on a restart. Your settings, skins, plugins, bouquets etc will all be totally fine.