Best way for a Grails Service class to detect application shutdown?

You have a couple of options

Make your service implement org.springframework.beans.factory.DisposableBean

class MyService implements org.springframework.beans.factory.DisposableBean {

    void destroy() throws Exception {

    }
}

Or use an annotation

class MyService {

    @PreDestroy
    private void cleanUp() throws Exception {

    }
 }

IMO, the annotation option is preferable, because you can give your destructor method a more meaningful name than destroy and your classes public API doesn't expose the Spring dependency

The grails-app/conf/BootStrap.groovy can be used when the app starts and stops.

def init = {
  println 'Hello World!'
}

def destroy = {
  println 'Goodnight World!'
}

Note: When using development mode grails run-app on some OS's CTL+C will kill the JVM without the chance for a clean shutdown and the destroy closure may not get called. Also, if your JVM gets the kill -9 the closure wont run either.