Although I am no electronics expert, I do not believe that power thumps can be healthy for speakers!
I always switch on the source first, followed by the pre amp, then the power amp and last the speakers (if they happen to be powered). Switching off is in the reverse order. I understand this method is advocated by most of the reviewers too.
Moreover, it has been my 3 decade old custom to bring the volume down to zero prior to switching off my amp. This seems to be borne out by the ARC VSI 60 that I now own; whenever the amp is switched on, it is designed to automatically go into the 'Mute' mode for about 30 seconds before powering on. I am sure there must be a good reason for that!
Cheers