Mine are kept switched off if I'm not going to play them. I just think of my electricity bill. If I leave the 5 pins switched on in the same room it's like leaving a one bar electric fire on all day, you can feel the extra heat from the pins as you walk into the room!
I won't keep switching them on and off constantly between games though. I don't like the thought of all those surges of power going through the electronics each time on start-up and shut down.