Hello Sylvio.
I had the exact same frustrations as you.
I had only ever used Windows PVR programs (MCE, Argus, Mediaportal and most recently NPVR) and had always set my server to go to sleep whenever it was not being used (which was most of the day). Windows did a pretty good job of this.
Upon switching to Linux and TVHeadend, I too realised that there was no simple way of waking up the server for scheduled recordings.
I spent possibly a year trying to figure this out - I visited/posted on numerous sites and nothing I tried ever worked.
Someone eventually explained to me that I was wasting my time.
They said that Linux was primarily built for stability and the only way to have a super stable system is not to let it go into sleep mode (whilst my Windows systems worked fine with sleep mode for most of the time, I did get periods of the PC keep waking/sleeping over and over again for no apparent reason).
They also said that although it might cost you a bit more to run the Linux PC 24/7, there are some benefits in doing this:
1. Linux is much less bloated than Windows - if you do no have much on your system, Linux will sit at 0% CPU utilisation for most of the time doing nothing. A Windows PC is always messing with things in the background, which does use up more electricity.
2. If you have mutiple hard drives, these are constantly spinning up and down each time you wake from sleep - not only is this not brilliant for them if it happens multiple times a day but they are using electricity to spin up and for the period they remain spun up. With a Linux system that is always on, unused Harddrives will sit around for days/weeks/months doing nothing until you need them.
Ultimately, I concluded that it is best just to build a system that was quiet/economical enough to be left on all the time.
I switched over to TVH and Linux completely, about 9 months ago, and I have never had a problem (and I mean never) - no restarts, no missed programs, no freezing.
I might pay a little bit more in electricity for it, but I have gained masses of time in not messing with it or hunting down missed recordings.
Hope that helps.