Ideally, you should never have to power the Pandora completely off. That's they way it was designed. A simple flick of the power switch puts it into sleep mode, so it's not a big deal to plug it in, flick the switch and walk away.
There is not such thing as "charging mode" yet, as far as I know. That's why the Pandora reboots to the full OS when it's completely off and then plugged in. Even if you forget to put it into sleep mode, it's still going to reach full charge, just not quite as quickly.