I used one of these:
http://www.mausberrycircuits.com/collections/frontpage/products/shutdown-circuit-use-your-own-switch?variant=355995563
Power goes to it and then to the Pi. It comes with two pins that connects to the Pi, and you download a small script from their site to the Pi. You connect a switch (I opted for a momentary switch from Radio Shack) to their board, and you're done. A press of the switch powered it up, and another press sends an orderly shutdown command, and then the power is cut to the Pi. It's easier than it sounds, and I could do it again in less time than it took me to type all this. All the instructions are on their site. They have several models, some with a built-in rocker switch.