I don't turn my MacBook Pros off ever. However, I do wish there was a way to tell it automatically go into "deep sleep" (aka "hibernate") while it still has a significant amount of battery power instead of when it's just about out (and let me set that specific amount, or have it occur after a certain amount of time without use). This is standard functionality in Windows laptops (e.g. you can set it to hibernate after a certain amount of non-use time), at least it was in my old IBM Thinkpad.
I hate it when I leave my MBP somewhere without it being plugged in, not using it for a few days (it's my least powerful computer, an early-2008 MBP, so gets neglected), and then finding the battery completely drained such that I can't even use it until it's had some time on the charger.
I used to manually "deep sleep" my work MBP using a third party utility tool (that just called a command line function). I did this mainly on weekends, so I could take it off the charger and put it in my bag on Friday, and not worry about it wasting battery power, but still maintain my state when I started back up on Monday.
Maybe there is a 3rd party utility that does what I'm talking about?