That is, if a physical power button (often a toggle switch on the power supply) is close, I'll toggle it off.
Most of the time, I'll hold the reset/power/whatever button down until the device clicks off.
Linux and its filesystems have made this a (generally) safe thing to do for many years. I started doing it after I read a lwn.net article, ages ago, about how ext3's crash recovery path was discovered to be a bit faster than its normal, clean mount path. If I recall, that happened because so much more of the focus was put into that 'bad' path that it ended up more efficient than the 'good' path.
Full disclosure: if I wish to do the crash thing immediately after a bunch of relevant file writes, I will type 'sync' on one of my many terminals first. (: