zoran, if you don't want Bluetooth, then buy a USB keyboard. There are many companies that still make these, and even some that make Apple versions. A quick search is bound to bring up some results.
That said, most Bluetooth peripherals will have an on/off switch to help conserve battery life. I know with the Magic Mouse you can turn it off via a switch on the bottom. It also goes to sleep when not used for a while (another battery life conservation feature), but will "wake up" and start transmitting again as soon as I click it.
I don't have an Apple Bluetooth keyboard so I can't comment on how it powers down/sleeps/etc., but again, a search might bring up more information.