Ok what size battery is fitted in it?
Does it have coil springs or air suspension?
Is the remote control effective or do you need to be right up close to the vehicle?
When you switch it off can you hear any noises (things still operating, may be very faint) In the area of the abs modulator you get a slight noise occasionally, looking for noises other than this.
Has the vehicle always done this since you owned it? If no what work has been done to it, is it a standard radio(is there a cd changer/amp fitted?)
Try this:
Start the car, let it run for a minute, then with all the doors shut, switch the ignition off. Try to operate your electric windows, keep trying these every 10 secconds, how long after you switch the car off can you operate them for?
I can have a look at your electrics for you, have everything needed to look for the fault, let me know if you want me to look, planning to be in Fife later this week.