When you say "shut down my farm", do you mean just the resources (VDI desktops, RDSH servers), or do you also mean the control plane (Connection Servers, UAG's, Security Servers etc.)? I'm going to assume you mean the entire environment, and I'm also going to ignore other dependent systems such as Active Directory, File and Print servers, back-end applications etc.
First, check your desktop pools, are any set to "always power on"? If so, change this setting to "do nothing"; if you don't, you'll find your Connection Servers will start powering all your desktops and servers back on after you shut them down. You can then shut down all your resources (don't forget to let your users know, as they should save all their work); I usually do this from the vSphere Client but there other other ways like shutdown -i as well. After your resources are down, you can begin to power off your Horizon servers in this order:
1. Security Servers / UAG's
2. Composer servers
3. Connection Servers
To bring everything back up, power the components on in the opposite order.
Again, this is just for Horizon, you will also want to think about all your other systems (assuming they are in the same datacenter). Also, do you have a second site / DR strategy you can employ?