The pilot is generally given ultimate control over everything in the plane, when it comes down to it. Just like your car, they have to be able to shut everything down at the end of a flight. Take a look at this 737 classic overhead panel:
Original: http://www.angelfire.com/il2/aphs/73oh2.jpg
You will notice all important switches have an "OFF" position. The black and red switch covers protect the main power connection switches, which you generally want to be "ON" during the flight. The BAT switch at the top connects the battery to the DC electrical bus. The switches below that control the switching of standby power, and the connection to the engine generators. At the bottom are the controls to transfer between different power sources.
Of course there are many other switches for different systems. Which systems have dedicated switches will depend on the make and model of the aircraft. As others have commented, some low level systems like engine control may be absolutely necessary for some things to function, and will not be easy to switch off.
As ratchet freak commented, they also have access to the circuit breakers. Here is another picture from the 737, behind the first officer's seat. The pilot's handbook has instructions for what breakers should be switched off in what circumstances. Outside of those instructions, the effect on other systems of pulling one breaker could have unexpected consequences. The circuit breakers can be used to switch off equipment as a last resortlast resort.
