Yes, you set options to leave devices on. Make sure you use discrete on and discrete off rather than power toogle if available for your devices too. Then when you shut down your viewing for the evening or whenever, all devices are switched off. If you don't use the power discretes and switch off a device manually though, as Harmony has to otherwise use power toggle it will switch a device on that it thinks is already on. Did that make sense?
jlet has explained discrete power settings very well in other posts. Search for his posts if you need more explanation.
