Hi @MUTigerFan,
Most modern printers are efficient enough to hardly use any power at all when in sleep mode, thereby making it nothing more than a hassle to turn it off when you’re not printing. As for changing the connection type, I see no reason why you should change it… If you just want a wired connection, you should use an ethernet connection to your router, as USB would require an extra step if your router doesn’t have one built-in: buying a print server which would then convert the USB to ethernet.
Could you provide the model numbers of both your printer and router?
—Jake