You start turning on[/b] hifi equipment source first, power amp last. If you do it the other way round, the source pops during switching on will be amplified and come through your speakers.
For turning off, it's the opposite direction, power amp first, source last.
If you still hear a pop while turning off your power amp (or integrated), you can first disengage your speakers through the speaker selector, then proceed with powering off. Some like to turn down the volume knob, I use the speaker selector switch, also very practical for swapping cables, unpluging USB DAC from PC etc.