I have ALWAYS wished for this, and can't believe it was only now that a lightbulb lit up in my head. There are plenty of times you'd be at the GRUB (Grand Unified Bootloader) menu, and wish you could simply shutdown from right there, instead of pressing the power button or booting into the operating system and then shutting down.
This should have been a default option in GRUB. Anyway, here's how you add it:
I saw this technique here, and this is why I like Linux more than Windows or Mac. There are tons of things you can customize.
This file allows you to add custom menu options to GRUB:
sudo gedit /etc/grub.d/40_custom
Add these options to the end of the file, save and exit:
menuentry "Reboot" {
reboot
}
menuentry "Shut Down" {
halt
}
Update GRUB:
sudo update-grub
Reboot the computer.