I think I've answered this question in one form or another at least 5 times to date now...
In my BIOS I have an option called "power on state after power failure". It can be set to "ON", "OFF", or "LAST". Basically it tells the system what to do after a power failuer to the ATX power supply. I've set mine to "ON".
I then plug everything in my cabinet into a simple multi-point power board, and plug that into the mains. When I power up the cabinet (by turning it on at the mains), everything inside (including the computer thanks to the BIOS setting) powers up. When I'me finished playing, I shut my PC down via the frontend, and turn it off at the wall.
That option was the easiest for me, as it didn't require any special hardware, nor any electrical device hacking. No timing circuits, no smart strips, no playing with dangerous voltages.