My Macbook doesn't shut down ! It gets stuck on a blue screen with a loading image and doesn't shut down. I recently have updated my Macbook but I don't know if it is the problem or not.
Are you able to boot into Safe Boot? You can find the instructions for that here: http://support.apple.com/kb/ht1455
Also, I would note the time you are shutting the computer down and then check Console and see what is logged at the time, perhaps that would give us some hints as to what is preventing your computer from shutting down.