Pipeline is right, these sort of problems are rarely just the result of one defect like bad grounds or lack of filtering etc.
When a unit is powered down, the power supply discharges and you are always going to see artifacts (transients) appearing on the black (common), white (hot) and ground (green) lines of typical 120V house wiring. In addition, you often also get switch noise, which is high frequency spike generated by the contacts on the power switch whenever they are opened or closed.
You can place the blame on the unit being turned off for generating the noise, or blame the affected unit for not having enough filtering to be immune from the noise, but it's pretty immaterial once you're forced to replace a tweeter because you didn't turn the monitors down before powering everything off.
Do the obvious things first. Check your groung wiring visually on the house plugs, verify the grounding scheme with an ohmeter, but please don't run bare (or sheiled) wire between an outlet and the kitchen sink and don't lift the ground connections using a cheater.
If none of these things work, look into power filters, conditioners, and put everything on the same outlet if possible.