I don't think there's any physical harm that might come of it.
Computers typically shouldn't be shut down hard because there is a process that it goes through to close programs, etc., in preparation for its next start.
Projectors and some DLP TVs should be hard switched off, because the fan continues to run after powering down. But this is likely not an issue with you BR player. So long as you are happy with the way the system performs (and you don't have the issues Wid fears), you're probably fine.
My question is why you would do it? Is it for the single button convenience at the end of the night? If so, then you'll need to assess the risk of harm (I think minimal) as juxtaposed with the benefit of that convenience. Given the cost of BR players (which continue to plummet), it's probably not going to be a terribly expensive gamble, even if you were to lose.
