Can it hurt if I shut down my machine without closing all programs? I normally close all of them by hand, but have heard from others that this is really not necessary anymore (i.e. Linux will take care of proper closing of programs before shutting down the computer). I normally run applications like Thunderbird, VIM (with no unsaved files opened), and browser windows when I shut down my pc. And I would make sure not to be writing anything to USB when shutting down.
Running Arch Linux and shutting down using ConsoleKit.