| Good questions. Yeah, there is some danger in using SysRq, specially the 'b' option on ext* filesystems. It should invoke fsck on boot though. Which I consider better than staring at a locked system.
The funny thing though, I just read the link I posted above again, and I didn't see the Raising Elephants Is So Utterly Boring before. That seems the safest choice. But I think the OP isn't talking about locked down or crashed systems, but just a quick keystroke to turn off the machine.
I know you can configure the power button on modern machines to cause a clean shutdown. If you are willing to configure your ACPI settings manually that is, because it entails a little more than right-click, left-click, check-box, done. I never thought it worth the trouble.
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Can't tell an OS by it's GUI
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