How can you do a clean shutdown of Windows Explorer?

Windows Explorer is the default shell under Windows (since Windows 95).

Sometimes you need to restart it, so my usual way is to kill it using the Task Manager (Ctrl+Shift+Esc, click on Processes, select explorer.exe, click on End Process).

Is there a way to cleanly shut down / close Windows Explorer without logging out?

I know you can do this in Windows 7, and perhaps Vista by holding Ctrl+Shift and right clicking on the background of the opened start menu. You will get two options, "Properties" and "Exit Explorer":

I don't know for certain which version of windows this was introduced in, perhaps someone else does?

In Windows 8, Windows 8.1 and Windows 10, you have to do the Ctrl-Shift-right-click on an empty part of the task bar to get the "Exit Explorer" option.

While Neil's answer works using the mouse, in this newsgroup post from 2005 I found a solution which works with the keyboard, and given the date has apparently existed since Windows XP at least:

1. Win
   
   
2. Esc
   
   
3. Alt+F4
   
   
4. Ctrl+Alt+Shift+Esc

Neil's method also works for Windows 8 and 8.1, here's how:

1. Hold Ctrl+Shift
2. Right mouse click on the taskbar
3. Select Exit Explorer