I have only had this happen for a few days, on the Win 7 Ultimate Evaluation
build 7100.

I toyed around with power settings and all sorts of things. Logs were no
help because I would come into the room, after telling it to shut down some
time ago and find that the monitor was off and it was stuck at the point
JUST after it clears the screen's icons and before it shows the Windows 7
blue screen (not BSOD) and the Shutting Down business. So, I had to hit the
reset button or alternatively just hold the power button in to force a
hardware shutdown.

I don't know if this answer will work for all of you but it cleared my
problem. I have had Spybot Search and Destroy installed on it for some time
with no trouble but all this started happening after an update. So, I
uninstalled Spybot and all is going fine now. I cannot say if it was a fault
with spybot but it may well be, since that update. If you are having
shutdown problems and have Spybot installed then uninstall it and see what
happens for you. Easy enough to install again.