Perhaps a silly post, but since the removal of the start menu in Windows 8, there are no more direct ways to shut down your computer. Right now, you have to go through the Charms menu → Settings → Power, and then choose to shut down or restart your computer, making it more of a hassle to turn it off (even worse than pressing Start to stop your computer).
I've gathered several methods and workaround to make the shutdown/restart options a bit more accessible. These are listed in this article. A lot of things I got from other posts on the internet, others I figured out myself.

The "normal" methods

Through the Charms menu

Like I said earlier, the current way to exit Windows.

From your desktop, call up the Charms menu; that's the menu on your right when moving your mouse to the upper- or lower-right corner. The keyboard shortcut is Win + I. Move and click on the Settings button (it's the cog icon), then click on Power to reveal the shutdown menu.

The old Alt+F4 keyboard shortcut

Another way is to hit on Alt + F4 when on your desktop. This will display the legacy shutdown window.

Other methods

And now on to the other methods. They involve a bit of scripting, and placing shortcuts and/or tiles. The general idea is to provide you with easier access to the legacy shutdown menu, or direct access to the shutdown/restart functions of Windows. They will be made accessible through shortcuts on your desktop, desktop context menu, or tiles on the Start Screen. In the end, it's up to you to decide what you want to use. Anything can be combined: from tiles and shortcuts to methods of calling the functions. It's basically up to you to choose.

Shutdown/restart tiles

To create custom Windows 8-style tiles, you can use a program called OblyTile. This makes slick looking tiles for the Start screen from any program or script, and is our base for our shutdown and restart tiles. The program is pretty straight forward: point to the program/script you wish to run, optionally choose a large and small icon, and change the background color of the tile to your liking. In the background, OblyTile then creates a resource in %PROGRAMFILES%\OblyTile, and adds it to the Start screen.

With this in mind, it becomes very easy to create shutdown, restart, sleep, and lock tiles. Just create (or download from this post) batch-scripts for each action, and create their respective tiles:

Place the batch files somewhere on your disk (e.g. in %PROGRAMFILES%\Power Tiles), and use OblyTile to create tiles for each of them. For icons, I suggest you look on the internet to find suitable ones. I found the ones I used (along with the idea of using tiles) at this thread.

Note that you could also use regular shortcuts to link to the scripts. This way, they will be like tiles for regular desktop apps, unable to set the background color for the tile. You can still change the icon though (ICO only, no PNG). Additionally, you could also place the shortcuts on your desktop.

Legacy Shut Down menu

Using shortcuts or start screen tiles (through shortcut or OblyTile), you could also create a script that calls the legacy shut down menu. This is the same menu you get when pressing Alt + F4 when focus is on the desktop (click inside the empty desktop).

We're using VBScript to call up the dialog (attached to this post as well):

Dim objShell
Set objShell = CreateObject("Shell.Application")
objshell.ShutdownWindows
Set objShell = nothing

Create a shortcut or tile on the start screen. Opening it displays the dialog and from there on you can select what to do. Using this allows for an intermediate dialog, allowing to cancel when accidentally hitting a shutdown/restart tile. As a downside, there are some more actions required to actually perform a shutdown/sleep/restart.

Desktop context Power menu

Another, less conventional way, is to add a menu to the desktop context menu (that's the menu when you right-click the desktop). This allows you to shutdown/restart/... your computer through the desktop menu. By right-clicking the menu, then moving to the Power submenu, the options are available.

This is sort of a registry hack in which a menu is added to the shell through the registry. It does not require any additional software, and can be uninstalled by removing the registry entries.

The registry files (both install and uninstall) were created by Shawn Brink from EightForums, and can be downloaded at this thread.