How can I shut down using keyboard shortcut and not reopen windows on login?
If you uncheck the checkbox, it should stay unchecked by default in 10.7.5 and later. After that you can shut down by just pressing ⌃⌥⌘⏏.

In 10.8:


If "Reopen windows when logging back in" is checked, applications that were open before you logged out are reopened after you log back in, and the state of the applications is restored. It doesn't depend on whether "Close windows when quitting an application" is checked or not.
If "Reopen windows when logging back in" is not checked and "Close windows when quitting an application" is not checked, applications that were open before you logged out are not reopened after you log back in, but the state of the applications is still restored if they are opened manually or as login items. If "Close windows when quitting an application" is checked, the state of the applications is not restored when they are opened manually or as login items.


In any case, the state of applications is still restored (or there is an option to restore state) after the Mac was forced to shut down.

The list of applications to reopen at login is stored in ~/Library/Preferences/ByHost/com.apple.loginwindow.*.plist.