You may have seen my build version of the M0UKD sensor keyer and the Bamatech sensor head. 
As you can see in this post, I've used a simple slide switch to control the power for the sensor keyer. This was a little bit annoying, as you must always check, whether you've turned of the power, when you leave the shack.
As power consumption is not really a big issue - the keyer draws about 2.5mA from two AA-cells. Based on the capacity of an average Energizer Classic AA battery of 1.200mA you will get an on-time of about 300h.
Since many months I've had the idea, to add an electronic switch to the keyer, so it switch of automatically after 15 minutes of idle time.