Not until yesterday did I find Windows won't power-off completely.
I have a normal PC, with a USB keyboard (Actually it is an Apple Keyboard Pro from iMac G5), and I bought a usb bluetooth dongle (it claims the smallest in the world) a few days ago. The usb bluetooth dongle works with Windows Vista and Mac OS X 10.5.5 (Yes, my PC is also a hackintosh) out of box (meaning without any 3rd party drives). I have it attached to the computer all the time.
Here is what I found:
When I shut the computer down from Windows, the usb bluetooth led keeps blinking. I am sure the power led & hdd led are turned off.
But when I shut the computer down from Mac OS X 10.5.5, the usb bluetooth led turns off too.
So I come to a conclusion:
Mac OS X saves more power than Windows when the computer is off but still plugged with AC power.