By shutting down do you mean powering off?
If so, no there's no preferred method. Just beware that if you the night service 1 and night service 2 features that your pbx will go into NIGHT-1 if the only console on the system is turned off.
That having been said, when power is restored the console will have to go through its entire boot-up procedure and your attendant will then have to put the system into DAY SERVICE as well as set the OPERATE PRESENT.