Yes, I shut everything off during water changes in my 220g.
In my 55g reef I am setting up I will be adding a "T" off from the pump so that I can just send the water outside and into the drain and the pump won't need to be turned off. It will also make it a much faster change over. Just a line running from my RO/DI container to my sump, and a line running from the pump to the drain.