Now that big picture mode is out for Steam a lot more people will probably using their Xbox 360 controllers for their PC. So I thought I should share a cool little app I've been using for a while to actually turn off your controller instead of what you did before, letting it shut off on its own or removing the battery pack. It works by having you hold down the guide button for a few seconds, then asking if you want to turn off the controller. Since big picture mode turns on when you press the guide button in Steam, you might want to first close the steam window before pushing the guide button again, or else you'll re-entered big picture mode. An even more efficient way to turn off the controller is while in big picture mode have EXIT selected and hold the guide button to get the prompt to turn off the controller, then hitting A to confirm for both. Hope this helps.
NOTE: I didn't make this app and have no way of knowing if it's malicious or not (other than me using and scanning with an antivirus). I have personally used it for months and have not had any issues.