I just got my iPhone stolen and the first thing they did was shut it off. I have a new iPhone and I noticed you have to slide it to power off. Yes, I had no idea. I owned my last phone three weeks. My question is, if it requires you to slide it could an app or something be made to be able to require a password beforehand?
No, that's not likely without jailbreaking the phone.
There are only a limited number of features on the iPhone that an app can interface with. I very much doubt "shutdown" is one of them.