Windows 8 Shut Down Tip
Those who only use one OS can safely ignore this.
As for the rest of us with dual-boots; Windows 8 has this nasty misrepresentation of the "shut down" option in Metro, which is really hibernate. I found this out after attempting to install another OS after installing the Consumer Preview. I first did the normal thing and just let it boot. Instead of booting from the install disk of the other OS, it went straight into Windows. "Strange." I thought, and rebooted. While loading I hammered the BIOS setup key on my keyboard. Still went straight to Windows; where in a full power-down it would go to the BIOS setup screen. The machine didn't go to sleep, because the power light fades in and out while it's asleep on my particular model. So, I figured it just went into hibernation.
To test this, I went into the Control Panel (the Aero one) and set the power button to "Shut Down". After saving; I hit the power button, and witnessed the machine shut down. I booted and saw the motherboard's splash screen. Problem solved! So, to run a full shut down, just assign a key to it.