You can always hold the power button (hardware) until the device is shut down. That’s not a recommended practice because you may lose data in your apps and / or you may not save app settings or in some case corrupt them. With Windows 8, you can probably shut down your device as follows.
Use the Power Button from the Charms Bar
Whether you are on the Metro UI or desktop, move the mouse cursor (or swipe with touch enabled device) to the right side until the search and settings menu bar (called Charms Bar) appears.
Click (touch) on the Settings icon and then on the Power button.
Use the Power Button from the Login Screen
You can lock or sign out from your account, and then use the power button to turn off the device, turn the device into sleep mode or restart the device.
To see my other Win8 HowTo blog posts, click here.
If you have a different or better way, share it with us.