It's always a good idea to shut the radio off, and all other electrical systems before you turn off the engine. A lot of people have problems with surges that burn up their relays. I always turn my radio to zero and shut it off to protect it, before I turn off the engine. The starter needs a lot of power during startup and then the electricity surges back into the radio. This is not good for the radio. It is not good for the AC either.