I had to go through the trouble of reinstalling Windows on my system because it would not load after not being shut down properly. Reinstalling Windows can be time consuming, so to avoid the trouble, the computer should be shut down properly.
There are cases where shutting down properly may not be an option, say, for example, when the computer doesn't respond. In such cases, manual shut down may be necessary. However, manual shut down should be avoided when the computer is still processing something or writing to the hard disk, as indicated by the red blinking light in most desktop computers.