Have you had a look at this thread in the FAQ Emporium?
Not sure if there is an FAQ on the software side of startup/shutdown but heres a snap shot
assuming a windows OS
and for Win7 and Vista() users Hybrid sleep/Standby/Hibernate
Using the above as search terms should give some info, everyone has an opinion on which is best, but a lot will depend on your hardware and peripherals you have attached.