My gas fireplace turns on by a standard light switch. It responds immediately when it's turned on. When I turn the switch off, it takes 10-30 minutes for the flame to turn off. I checked all the wire connections and everything seems to be fine. Is the valve just sticking? Do I have to replace the entire valve unit? Any thoughts?

Valve is sticking/slow to close as you said. These systems are very simple to work on. Replace valve and all should be OK. NOTE you cannot work on these valves. Do not attempt to repair the valve. A dangerous condition could arise if the valve is tampered with.