If you looking to shutdown the whole infrastructure since it is in the same data center and you are not concerned about accessing any data that it has collected, you can shut it down in any order you would like. However, if you want to keep the meta data accessible for as long as possible you would want to leave the SA Head, Log Concentrators, Archivers, and any associated Brokers that connect to the Archivers and Concentrators up and running. This means you can decommission the Log Decoders and associated storage, the VLCs, the Malware, and ESAs.
If you are just going to shut everything down and scrap it then you can just turn things off without worry. If you are looking to reuse some of the hardware it will greatly depend on what you are going to keep and where you are going to use it in the future. If you can provide some of this additional information I can see if I can provide more assistance.