Is it better to shut down the engine(s) or leave it (them) running when a gear up landing is imminent?
There's two schools of thought. First is the keep the engine on school because keeping the engine on:


Gives you more control of the airplane
Gives you the option to go around 
Keeps the procedure simple and allows the pilot to concentrate on a good touchdown
Keeps the dynamics of the airplane predictable and familiar to the pilot


The shutdown the engine school's view is that shutting the engine down lowers the fire risk by cutting off the fuel and engine ignition spark. 

Personally I'm with the keep the engine on school of thought. The last thing I want to be doing when I'm trying to make a smooth landing is reaching for all sorts of knobs and levers, and having to reach the fuel cutoff valve in the inconvenient places that piper likes to put them, and then learning how the airplane behaves without engine power for the first time. As soon as I touch down I am pulling the mixture, cutting off the fuel and killing the mags and the master switch, but until then I'm going to concentrate on making it the smoothest landing in the history of manned flight.