Example script that shows you how you can retrieve all virtual machines in an Azure subscription and then shut them down.

ShutdownAllVms.ps1

# Based on the August 2014 PowerShell Cmdlets (v2.4 of Azure SDK)
Import-Module "C:\Program Files (x86)\Microsoft SDKs\Azure\PowerShell\ServiceManagement\Azure\Azure.psd1"

Function ForceShutdownVM($virtualMachine)
{
    Write-Host "Looking at host" $_.Name -ForegroundColor Yellow
    if($_.Status -ne "StoppedDeallocated")
    {
        if($_.InstanceName -Like "*_IN_*")
        {
            Write-Host "`tThis is a Cloud Service and requires deletion to save run costs." -ForegroundColor Red
        }
        else
        {
            Write-Host "`tForcing Shutdown of VM" -ForegroundColor Red
            Stop-AzureVM -Name $_.Name -Force
        }
    }
    else
    {
         Write-Host "`tVM is already off" -ForegroundColor Green
    }
}

# Assumes you have previously downloaded the subscription details 
# using the Get-AzurePublishSettingsFile Cmdlet
Select-AzureSubscription -SubscriptionName $Args[0]

Get-AzureVM | ForEach-Object {ForceShutdownVM($_)}