When you press the power button (approx 1 second) on a Mac installed with OS X Mavericks or Yosemite the Mac falls into sleepmode. You can disable the power button’s directly sleep mode and have the ‘old’ shutdown dialog appearing instead, open OS X Terminal window and enter:
defaults write com.apple.loginwindow PowerButtonSleepsSystem -bool no
To undo, simply change ‘no’ in to ‘yes’
defaults write com.apple.loginwindow PowerButtonSleepsSystem -bool yes
The shutdown dialog: