Now then; it seems things are not completely fixed as the base stations are not going to sleep.
Make sure the Bluetooth driver is installed (click the option in the SteamVR settings) and personally I'd get on the SteamVR BETA as you get lots of little fixes for things like this. My basestations turn on/off virtually instantaneously now, but were a bit fickle at launch running the regular SteamVR version.