You know, my previous computer would make just a quick beep sometimes when I cut it off. I pretty much concluded(but may be wrong) that it was my CPU fan. I was using an aftermarket fan that would only spin up to about 1500RPMs. If it slowed down much at all, it'd set off my motherboard's alarm as 1500RPMs was the lowest setting...
Perhaps you should check such settings. Voltages and fan RPMs. See if maybe something cuts out a little sooner than expected and the motherboard sets off some alarm. If it is some sort of system beep, it's probably nothing to worry about as long as it's just during shut down/suspend.