The challenge of getting "monster" software onto them is an interesting exercise in part because it reveals a lot about the software when you see how it acts on machines that are constrained and slow by modern standards.
I feel I still learn far more from working on platforms with severe resource constraints than elsewhere, because a lot of issues that still affect larger systems but that are masked suddenly become massive in-your-face challenges.
And of course it can simply be just fun.
RTFA
I wouldn't recommend just unplugging it. I have corrupted more than one RPi sd card this way. Do the latter, it will save you a lot of time in the long run, especially after you spend all the time to download software and set it up -- do you really want to do that again.
This is a fun post. I've been using both technologies recently -- I'm thinking of ways I could practically apply this...hmmm
And you are good to go, worth it regardless of how you shut down.