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
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.
Kijanki:

You state that it takes an average of 30 mins to warm up an amp or A-V receiver before it will play at its best sound. Does that apply to solid state as well as tube equiment? I've noticed the sound is comprimised when I first turn on my receiver and play a CD. After a while, it sounds much better. Is 30 mins the rule then?
I have always understood that leaving a solid state amp on all the time lengthens it's life, I leave mine on.
Pdn: I was talking about SS. As for time - it might vary and I don't know of any rule. I'm pretty sure the same applies to tube gear but have no experience there.

Stanwal: It might be better to leave computers on all the time (because of hard disc) but computers are often replaced before they go bad. The only component that ages in SS amp is electrolytic cap. As far as I know its life is only temperature dependent (except when left unpowered for years).

If your amp is not hot or cold to touch (body temperature) its life is already reduced by half compare to room temperature (10 deg. Celsius difference) - important only if you plan to keep gear for more than 10-15 years.