I am running the Windows 8 Consumer Preview and everytime I try to shut it down, it gives me a black screen, but when the mouse is moved it brings me to the lock screen. Yes, I am clicking shutdown because it tells me "Shutting Down" but then the screen turns black and never shuts down. What is the problem here? I never changed any power settings.

I had a similar problem, but with restarting, but there was no black screen: http://www.youtube.com/watch?v=LBJ1dvQf-_o

For your problem, try executing this in a command prompt:

Whenever I got that, I could usually Ctrl+Alt+Del into that menu and hit restart again and sometimes it would go through.

As in Windows 7 before, even if you choose restart, the message on the screen says "shutting down." How are you accessing the shutdown? It sound like you are entering sleep or hibernation mode.

By clicking the "Shut Down" option on the Charms > Settings bar.

You are entering the new Windows 8 so-called "Hybrid" state. If you want to be rid of this:
Open a Command Prompt (Run as Admin) and type powercfg /hibernate off . But note, that if you do this, it will disable hibernation completely

Shutting down in 8 is still shutting down, just some things are stored on disk. In Windows 8 if you chose Shut Down you still have to boot the computer, go through POST, and the boot screen, it's just quicker as it loads that information that was stored in the hybrid state. There's no setting or option where it just drops to black and you move your cursor it goes to the lock screen, the closest there is to that is sleep, and I'm fairly sure it can only be woken up by keyboard activity.

Shutting down in Windows 8 isn't a sure thing, sometimes nothing will happen, sometimes it'll just hang at the Shutting Down screen for half an hour, and other odd things.

Well the RC was uploaded on Microsoft Connect for OEMs and Partners. It will be out in 5 days. I can wait and deal with the problems for now

Use the SuperTools SuperShutdownButton 63a.