If you use an aircraft that has an Avionics Master Switch in the default flight, and save the default flight with the switch ON, then it be on in the 737 Classic when you load it into the P3D4/5 (this also applies to the Captain Sim 737-200).

Note. If the avionics are not on in any Captain Sim product, the above is the solution I've used since I first bought the 757 Captain v4.x for FSX in 2009.