I've done both. They'll pull a little power while in standby mode. Actually, I think I remember reading they pull almost the same amount of power. I switch mine completely off if I'm going to be out of town or possible storms are coming since I don't currently have a surge protector on them. That'll change soon though.
I agree with Tim. every sub that I've had I ended up just keeping on 24/7. Sure the auto-on feature is nice, but I found especially at lower levels, the sub would take a little while to come on. Even at lower volumes, I still wanted to hear the weight of the subwoofer, even if it's not going to shake the house, but if there wasn't enough signal, it wouldn't turn on.
Just another post reaffirming what has already been said. I leave my subs on 24/7 unless I am going away on vacation. I've never had a problem with them this way. If you are looking to save energy then you can turn them off after each use as they still draw power, as was mentioned, while in the auto-mode. Even when the light is red, as it is just a standby mode for the preamp section. The other possible exception is if you live in an area with frequent and powerful electrical storms as lighting can be devastating. Besides those reasons, I don't see any need to shut them off after each use.
I have left mine on standby for long periods of time and the back of the amp section was always warm, so was wondering what the rest of you done.
When in standby they do switch on rather quick when it detects music/films.
I would rather no disrupt the power as i think that may cause more harm then good "life expectancy"