Although I've never heard any monitors that are
completely immune to pops like that, better monitors are significantly less-susceptible. My own powered speakers emit a small click if I don't turn them on last, but it's not enough that I'm concerned about damaging them. In fact, I've abused these poor monitors on several occasions by accidentally playing them WAY too loudly, and though I did fear for their safety, they weren't fazed in the least. Hey, they're German-made...
But I'm sure you're not considering a monitor upgrade just to solve a popping problem. Your best bet is to use a quality
power strip (not the <$10 kind you get at the hardware store!). That'll give you not only the convenience of a handy power button but also some surge protection and possibly less hum.
I power everything in my rack from one rack-mounted power strip -
except the audio interface. I turn the interface on first, before booting the computer, and turn it off last. The big front-panel switch is
so much easier than reaching around the speakers and subwoofer to turn them on individually. I did have the switch fail on me once, but replacing it was easy - much easier than replacing the ones on my monitors would have been!