ProShutdown is an app that lets you set hotkeys for your system. It is a very nice utility that lets you assign a keyboard shortcut to shutdown your Mac, among other things. The app doesn't replace any system hotkey, instead it adds some shortcuts that are incredibly useful.
For example, when ProShutdown is running and you press Control + F19, the shutdown dialog will pop up. It lets you choose whether you want to shut down, restart or put your Mac to sleep. There are shortcuts that take action instantly. Option + Command + F19 will put your Mac to sleep right away, without any pop-ups. There are other shortcuts to restart your Mac instantly, shut it down instantly and to access the application's menu on the MenuBar.
Although you might think "I can just press the power button", and you would be right. ProShutdown can be used with other apps to carry out these tasks remotely.
You can change the default keyboard shortcuts to anything you want. On the "About window" is a list of all the shortcuts that are available, and you can change them from the "Preferences" window.