Since Martin mentioned there was no output switch on his new power supply I thought I would show what I did for my supplies.
In the first picture you can see a small plastic box that houses a DPST (Double-pole, Single-throw) switch and banana connecting cables. Note that the banana plugs are stackable for versatility. My three bench supplies all have 5-way binding posts so the banana plugs work well. I have several adapters that connect to banana plugs so I can connect to most circuits including breadboards. Obviously the system is bidirectional so either end of the cabling can be connected to the power supply.
Picture number two shows the inside of the box and you might be able to see I am switching both the red and black leads, hence the dual pole switch. The green wire just passes through the box. It is important to have strain relief on the cables and two cable clamps provide for this protection.
In the third picture you can see how I might connect the switch box up to a triple power supply. Most times I am using the dual split power supply connection show in the picture because I would be powering opamp circuits and need plus and minus 15 volts. Some power supplies have an internal relay that connects the two supply outputs into series tracking but if they don't you would need one additional jumper. So when everything is connected up, the switch on the power supply box connects or disconnect both the positive and negative voltages at the same time and the green wire is the common and always connected.
Using this approach means I do not have to modify any of my power supplies and it can be moved from one supply to another or a second unit could be built if needed.