It shouldn't be a big deal to shut down your Facebook page-- it's fun for a while and then you move on. If you don't need it to 1) promote your band, 2) reconnect with old friends, and/or 3) get laid, then what's the point? My free-love, befriend-everyone style become more of a burden after a while. Same thing happened with Myspace.
My friends have my email and telephone number, that's good enough for me.