Now i have the same problem though my UPS gives back up to 4 secs in which I can off the monitor and press the power button to shut it down. Many times my computer hanged when I was not able to shut it down within 4 seconds but it hasn't done any damage yet. But my PSU has become weak as it sometimes takes more than 1 min. to start the comp.
I think that your MainBoard does get affected on direct shutdown. If you have to shutdown the PC frequently due to power failure, better take a UPS.
i can think of a few dangers you may face
1) Hard disk corruption - If PC turns off immediately,your HDD write heads wont align and could cause damage to hard disk - causes bad sectors and data corruption
2) Power surge - Not sure if your spike buster is capable of handling power surges - can fry up your RAM or worst case affect your mobo
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