Linux
The universal way to enable regular users to shut down the machine is sudo.
First create a group for people who are allowed to shutdown the machine and add your user to it. Add the following line to /etc/group. The GID (103 in this example) can be any that's not being used already, you'll probably want to change it.
shutdown:x:103:andrew
Replace andrew with your username. You can add multiple users to the group like this:
shutdown:x:103:andrew,john,jane
Edit the /etc/sudoers file and add the following:
%shutdown ALL=(root) NOPASSWD: /sbin/reboot
%shutdown ALL=(root) NOPASSWD: /sbin/halt
%shutdown ALL=(root) NOPASSWD: /sbin/shutdown
Now any user who's part of the shutdown group can do for example:
sudo /sbin/reboot
Without getting an Only root can do that error.
XFCE 4.2 (or newer i guess).
Set up sudo access to /usr/libexec/xfsm-shutdown-helper. Edit the /etc/sudoers file and add the following:
%shutdown ALL=(root) NOPASSWD: /usr/libexec/xfsm-shutdown-helper
shutdown is the group you created above, NOPASSWD means you don't need to type your password when issuing the command.
Have fun.