Most Windows users shut down the computer through the Windows Start Menu, probably. Probably, because statistical information is not available that would prove it.
While shutting down Windows through the Start Menu works, it is not the fastest option that you have at your disposal to shut down the operating system.
The following guide lists several methods that are usually faster. Included are methods that are built-in to Windows, and also methods that rely on third-party applications.
Most methods should work in all versions of Windows. The supported operating systems are listed if that is not the case.
Good old Alt-F4