Shut down as in power off, or do you mean stop the router from 'routing'??
To stop from routing, you can shutdown interfaces....or prevent interfaces from passing routing data....all depends what you want to do...
If you mean powering off, you can just hit the switch, once you've saved your config.... if you have WAN interfaces attached to the router, you may want to shutdown those interfaces on remote routers before powering down to prevent interface flapping and errors on the other end...