Hi Roman -- first, I am moving this thread to the Homebrewer's forum so it is in the appropriate spot.
Regarding final gravity, there are basically only two factors that determine your FG. The first is the proportion of unfermentable sugars that go into the beer, which is determined by your mashing schedule (for all grain beers) and/or your recipe. Higher mash temperatures (say above 152 deg F) are less optimal for beta-amylase and limit dextrinase enzymzes. You still get the break-down of starches, but it tends to be accomplished mostly by alpha-amylase enzymes, which produce a lot of long-chained sugars that yeast can't metabolize, so they aren't removed from fermenting wort and end up in the finished beer (adding to FG and sweetness). Malt extracts can also be produced by mashing at different temperatures, so different extracts will also have different levels of fermentability. Finally, it is also possible to play with FG by adding sugars to your recipe. For example, if you replace some of your malt or malt extract with plain table sugar (sucrose), it will lower your FG because table sugar is 100% fermentable while malt sugar is not. Conversely, you can add strictly non-fermentable sugar, such as lactose or maltodextrin, to increase FG.
The other side of the equation, of course, is the yeast's ability to perform the fermentation. Different strains of yeast have different ranges of attenuation, which directly determine FG. Furthermore, the temperature of fermentation, amount of available oxygen in the wort, the health of the yeast, and your yeast pitching rate all affect the fermentation (typically if you do not achieve ideal conditions, the yeast will fail to completely ferment the wort leaving you with a higher than expected FG).
If you ever run into a situation where the fermentation of the beer substantially exceeds the expected FG based on the yeast and recipe, then you may have a problem in your beer. The first thing I would consider (especially for FG's below 1.010) is a wild yeast or bacterial infection. Wild yeasts and bacteria are capable of metabolizing many of the sugars that brewer's yeast cannot, and that might be accounting for an unusually low FG. Something to consider, but that is a whole other topic of discussion.
Anyways, I do believe it is possible to halt fermentation by shocking or killing the yeast, but for brewers this isn't all that desirable because now it is not possible to naturally carbonate the beer, as Jake mentioned. If you keg your beer on forced CO2, I suppose it is possible, but I have never tried.
Hope that helps.
Darren