I do the same as Brad and leave the switch on but unplug them after each use. My thought process is I would not want a surge on the line (lightning, etc.) to take out my projector while I'm not using it.
Soon I will be adding dedicated wire in the walls of my laser room for laser equipment and have a wall switch to turn everything off and on. This too would require the power switch on each device to be left on. When I do this I will also add some in line protection against surges.
Watching Lasers Since 1981