I don't do that at all. I start cancelling or right-clicking on each program open and then click on the various buttons on the screen to close down. I use my start button only for starting up my PC.
Just an aside: If there happens to be really strong thunderstorm activity nearby I switch off and unplug the power supply from the wall socket. It is possible to have a surge through your house wiring knock out your computer to the point where it is completely useless. You're probably safe if you've got a power-surge trip-switch fitted (most homes do today) but if you don't- unplug!.