I have found that when classic is running I often cannot shut down, if I then Command-Option-Escape and kill classic, it shuts right down from that point.
As far as the 'freeze or crash' thing that is very different than just trying to shut down normally and it doesn't do it. I seem to get a fair number of kernel panics on my dual 1GHz at work and have never gotten any at home on my 400 MHz B&W. In any event, even when I get these crashes, it is after at least a week for me.
I used to crash more than once a day in OS 9, but that was because I too use Quark. Now I just restart classic more than once a day ;^).
What Panther Should Fix: Part Seven, Shut Me Down