there's no reason to have to turn off your camera. even when it is sitting in my bag at home between events it is clicked to "ON". the canon cameras (and pretty much every DSLR out there these days) essentially turn themselves off after a minute or two of non-usage, and there is really no battery drain happening when they are in the on-but-sleeping state.
I don't know which camera you have, but with my 5D Mark II in the ON position, I can easily shoot all day, filling several 16 GB CF cards. I have also gone as much as a couple weeks between using the 5D Mark II, with it set to the ON position, and haven't noticed any additional drain on the battery.