I am using my WL-HDD for a year now and always switch it off after use by plugging the power cable. I never use the "software shutdown" and I never lost data.
I am thinking about installing a WL-HDD in my car, too. In combination with a ROKU Soundbridge.
The main problem I see is that after switching the network player on the music does not continue where you leave it last time.
DJans