Каков надлежащий способ отключить сервис OSGi в сервисе, запускаются?

Hmm, for me it seems logical that an Exception should be thrown if an error occurs. Basically, what you're doing then is mimicking the behavior of a BundleActivator in the start method. The bundle enters the ACTIVE state when the start method returns without an Exception (otherwise it remains in RESOLVED). I found a somewhat fitting paragraph in the DS specification (I highlighted the interesting part):

A component instance must complete activation before it can be deactivated. Once the component configuration is deactivated or fails to activate due to an exception, SCR must unbind all the component’s bound services and discard all references to the component instance associated with the activation.

Section 112.5.6 P.320 in the OSGi 4.2 cmpn spec

I agree that this is not crystal clear, so if you want to be on the safe side (better safe than sorry), I would recommend to do the combination (allowed by the spec).

public void activate(ComponentContext context, Map<String, Object> properties) {
    try {
       ...
    } catch(Exception e) {
        context.disableComponent((String) properties.get(Constants.SERVICE_PID));
        // not sure if a CE is best here... Maybe just rethrow the original one
        throw new ComponentException("Some reason");
    }
}

Cheers, Мирко