youre actualy better leaving them on. When the equipment is on or even in standby the signal outputs can maintain a risidual "charge" (its not really a charge, but its like the way you develop static on your body and keep that static charge untill you discharge it on some metal) and actually store part of that "charge" in the cable. This "charge" keeps the dialectric of the cable constant. When you shut off your amp the charge on the cable will change and so will the dialectric. Dialectric is the tendancy of insulating materials used in the cable to store and release energy. By keeping the cable charged, the dialectric should remain constant, but when the charge is lost, the dialectric releases its energy too, and will again absorb and release energy until it balances itself again. This can be audible as brighness if energy is absorbed and muddled and unfocused bass when energy is released.
Short version, unless you have a DBS (dialectic biasing system) on the cable, leave the equipment on.
Cheers