Should an audio system be left on at all times?


I've heard that it's generally a good idea to keep computers on at all times and that this improves performance as well as longevity. Does this also apply to audio systems? If so, does this apply to all components (amps, cd player, etc.)?
imaginarynumbers
The 'rule-of-thumb' is if it's solid state, then keep it on. If it's a tube based system then turn it off. My personal take is that it really depends on how long the system will not be in use. Obviously if it's a two week vacation than turn the system off regardless. If it's just a day or two than I think the rule applys.
System should warm-up in less than 1/2 hour. Keeping system on all the time will:

1. Shorten life of your amp since elctrolytic caps life drops by factor of 2 for every 10 deg. Celecius.

2. Create unnecessary risk during tunderstorm/voltage spike (you cannot unplug being not at home or sleeping)

3. Still won't make system sound right from the start since other components need warmup time - for instance tweeters/ferrofluid.
My system is turned on only when in use. If I listen without waiting 15 minutes or so for warm up the sound is degraded during the first couple of songs. My experience says after 30 minutes there is no noticeable improvement. I think the rule of thumb should change.