Does switching off electrical devices while the main switch is still ON do any good?
Many appliances these days have a soft power switch. That is, when turned off at the appliance, it goes into a kind of "sleep" mode. The business end of the appliance is turned off, saving power, but at least part of the power supply and circuitry is still on.

For example, when you use your remote to turn off your TV, most of the TV shuts down, but it still has to use some power to continue to listen for the remote so you can turn it back on again. 

When in sleep mode, the power used is usually tiny. However, with enough appliances, over the course of a year, that can add up to a considerable amount. 

The latter may be trivial. However, the bigger issue is the possibility of a fault in the appliance causing it to power up, or worse, fail and start a fire. As such it is prudent to physically remove the power from appliances when they are to be left unattended for any significant length of time. For example, when you go on vacation. 

Some folks still routinely unplug at night, which is of course a real pain if the appliance has a real-time clock in it.

BTW: I used to own a SONY CRT TV, that had the annoying habit of turning itself on once in a while. Worse, when it did, it came up with no signal so just white noise on the screen and a loud hiss just like in Poltergeist. Very spooky at 3a.m. 

Since that TV gobbled large watts, coming home from vacation and finding it on was rather disturbing.



ADDITION:

A more modern reason to unplug has to do with smart technologies that are voice activated and network connected. These devices are capable of monitoring your conversations and communicating information back to some marketing department somewhere. Depending on your paranoia level, that may be important to you. Personally, I pity whomever may be listening to any of the conversations between Me and the Mrs.