I setup my RPi to boot from SD card in read-only mode. Is it safe to just unplug the power in order to shutdown? Can any components be damaged?
This way I could place a switch in front of my USB charger and would waste no energy if the RPi is off.
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The SD card may be mounted read only, but I am assuming you are using an external drive of some sort (USB or flash drive). The same power off unexpectedly disk corruption can effect what ever writable media you are using. If you are only using the SD card and a tmpfs, the trade off becomes one between SD card cost and the value of those files located on the tmpfs (like log files). This may seem like an OK trade off until you need to debug a system crash.
If you are worried about the very small amount of energy used by the Pi. why not plug the Pi's power supply into a power bar that you can turn off (with the built in switch) after safely powering down the PI.
Though if I remember correctly the Pi left running for a year (without monitor) costs between 3 and 12 dollars (US) a year for reference here is a discussion of costs in England. It is almost certain that your cable box or DVR use more than that.