This has been dicussed before on this forum. My observation is that next to no guitar pedals have on/off switches, usually because they are part of a larger system.
Directly switching the DC power supply to the pedal may create surges, that may reduce the life of the components.
Our advice is to power ALL parts of your system through a single source (usually a power strip). This has the advantage that you can power off everything with a single switch (put amps on standby first), and will reduce the risk of ground loops.
