Leave the conditioner on and turn your gear on/off individually as you normally would. Remember, source gear and preamp should be turned on first. Turn the amp on last. When turning things off, do it in reverse...so turn off the amp first,then preamp, and so on.
This sequence is mostly important for folks with direct coupled preamps, especially tubes...but it's always good to get into the habit of this sequence (even if your current preamp isn't direct coupled) just in case you change gear in the future.
If you're going out of town for a week or something, then turn everything off, including the Furman. For added assurance, unplug it.