I'd like to see an Option to run CCleaner at shut-down, Log-off, Sign-off, switch user. That's all. Love the product otherwise!
Run CCLeaner with the arguments /AUTO /SHUTDOWN
then when it has cleaned it shuts down the computer.
There's also the Documentation site so you can learn more about Piriform software:
You can create a shortcut or a recycle bin shell extension (whichever you prefer) that will run ccleaner w/ the cmdline that a_b posted that will clean and shutdown your computer