Hi,
I'd be quite concerned if you weren't shutting the system down cleanly. There are a couple of problems (that I can think of) that you might have.
1) If you don't shut it down cleanly there is a chance that not all the data in the cache will be written to the disk properly. This can cause problems next time you boot as parts of the file system could be missing. This is a general linux thing.
2) Also I had a problem even when I tried to shut it down cleanly. I didn't hold the shutdown button in long enough so I think it started rebooting when I pulled the power. Next time I rebooted it, it had lost all the settings and I had to set up the wireless and drive mappings from scratch.
Hope this helps and doesn't cause too much doom and gloom.