I think you're doing something wrong. I've gotten RedHat6, SuSE 8, Slackware 9 (20+ times, it was my learning phase), Slackware 10, FC1, FC2, FC3, FC4, FC5, and Ubuntu PPC to run with hardly any troubles whatsoever on 6 different computers. Certainly never had one hang on shutdown. FC4 failed on install the first time, but ran just fine the second time.
Maybe you're not setting them up right.
On Slackware, I always ran "shutdown -h now" to power down.