I had a sub that had auto shutoff and it was a pain in the butt. In bass passages when it came on it was always a fraction of a second late, making movie experiencing not enjoyable. (It was off a lot of times during quite passages) Luckily it had a hard switch on, bypassing the auto. I would look for a sub that has the constant on switch rather than the auto on. I believe most subs may have this.
To me it isn't a problem turning the subwoofer off or on, manually.