I noticed even when i turn my console off, the little power light stays on, im wondering if i should just leave it like that or should i unplug the wii?
If your still worried about that yellow light just hold in the power button on the consolefor about 5-8 seconds and it'll just shut-off & not go into standby.
If you've connected in the past (say at a friend's house) and you don't have an available wireless connection at the moment, the yellow light will still be on. You have to manually turn it off again.