gracefully :
If you don't want to turn it off, put it on standby, and set it never to turn off automatically. It will be in a low power state, and will jump to life almost immediately after you press a button.
On another note, why do you want it on all the time anyway?
(every discussion on every google search on this subject fails to mention the one reason/problem with not turning off my compaq presario cq62 laptop,and that is when i shut it down and with box checked to awaken this device and with all the sleep settings good it does not WAKE UP!!!...caps light flashes slow blue/lan off on yellow,no matter what i tap she will not wake up...4 days later and battery drained,i take the charger plug and at the same time hit the power button and shazam!!! she comes on....anybody want to figure that out for me?plus hp batt check said replace so on the way this week but one guy online told me could be the inside port for charger and someone else said could be ram and another said windows updates delete,this guy writing said toss it and get another off ebay,done deal...goodnight..jeff