I dunno how to turn the Wii-motes off, other than to turn the Wii itself off. If the light is red on the Wii, my remotes won't turn/stay on, it has to be on stand-by mode (orange light) or on (green).
Or you could just do what I do and that's to take one of the batteries out of each Wii-mote. I dunno for certain if the Wii-motes drain batteries when off like the rest of my electronics (namely my mp3 player), but I do this as a precaution so I'm not stuck recharging all the time anyway. I even unplug the Wii to save power (I'm kinda uber-green) and I've never had to re-sync after either.
I know I technically didn't answer your question, but I hope this helps some (at least until someone with the real answer chimes in).