Yeah, it's better to shut everything down smoothly. But in reality we've all had to shut down machines badly lots of times, and I've never heard of a computer getting damaged that way. I suppose a split-second power outage - i.e. the power shuts off and back on before the power supplies' capacitors have had a chance to discharge - could cause hard disks to lurch. But that seems like a long shot.
And I think power outages are really pretty rare here - like once every couple of years. The big crisis was 2001, five years ago. But you can also trigger circuit breakers in your house if you have too many gadgets on, in fact I think that's a more serious concern. I had a separate circuit run into my room several years ago, mostly for that reason. (The other reason was to isolate it from bad stuff like dimmers and the refrigerator, but I'm not sure that really works.)
But I could also be wrong about power outages here:
http://www.latimes.com/business/local/power/la-me-dwp8nov08,1,5300638.story?coll=la-headlines-business-powerAnyway, sorry about going OT.