On most current drives, including spinning HDDs, the power down issue isn't really an issue anymore. The problem you are more likely to encounter is filesystem corruption due to partial writes at the time of power loss. This can happen with any storage medium, though journaling filesystems will prevent most issues from it. I know Linux ext3 and ext4 are journaled, and OSX is by default. I think NTFS is as well, but I don't remember for sure. FAT based systems are NOT. Whenever possible, use the shutdown command from your OS. It takes a little longer, but it ensures that all the data is written out to the disk before shutting down.