Lack off info on web was the reason I wrote here in the first place. I couldn't decide if this is normal Windows 7 behavior or it was just my PC that has this problem. That thread you linked gives me small hope that in time this "problem" will become smaller. They mentioned that Windows 7 takes time to learn user's habits and improves PC performance.
I prefer using sleep during the day so it bothers me a bit that I have to wait for 23-30 sec to see if it will turn off components properly because once it just turned off graphics and buged everything else.
Thank you for trying to help out, I really appreciate it

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I'll check this thread now and then and see if someone pops out with similar problem or solution for it.
ps. I was curios to see how long it will take my pc to turn off normal way and it took about 19-20 sec.