at 23:45 shutdown -s
For when you want to leave the computer on but have it shutdown at some later point in time. Just open up a command prompt (click "Start" (and "RUN" in XP) and type CMD and tap enter) then type the above command tap enter. Yes you can close the CMD prompt dialogue.
To get this to work in Windows Vista you are going to have to get the command prompt to run as administrator. Right click on the CMD Prompt Icon if you can find it, Properties, Shortcuts, Advanced, "Run as administrator". Now you get an annoying warning everytime you start the command prompt, but you don't get "Access Denied" error when using the AT command.
The "AT" command is quite powerful, allowing you to schedule all sorts of tasks, but over the years it is just the late shutdowns that I use it for on my home windows machines.
With Mac OS X I guess I would just issue a "sudo shutdown" with a time at a terminal code, but I have my Mac's set up with nice energy saver settings so haven't used that command in ages. Just "man shutdown" for more info.