It might be that I have found the cause of my Wake-on-LAN problem: apparently Wake-on-LAN from S5 (system powered off completely) is not supported anymore in Windows 8
It states: "Network adapters are explicitly not armed for Wake-On-LAN in both the classic shutdown (S5) and hybrid shutdown (S4) cases because users expect zero power consumption and battery drain in the shutdown state."
So, apparently Windows 8 is only aimed at home usage, and not at professional usage? Very strange...
But my solution now is to leave the NUC in standby (S3). Wake-on-LAN works OK in that case from Windows 8.
While using the solution as described above (putting the NUC in S3) WOL indeed is working, but I have another problem: the wireless keyboard (Logitech diNovo) that I am using with the NUC stops working when the system comes out of S3; I have to disconnect and reconnect the USB bluetooth receiver or reboot the system to get it working again. So in the end this was not an acceptable solution.
Some more testing learned me that the WOL from S5 not working problem in Windows 8 is related to the new Windows 8 fast startup feature (hybrid shutdown).
And it appeared that there is another problem with Windows 8 and the fast startup feature: startup and shutdown scripts are not properly run as well when it is enabled.
The fast startup feature is enabled by default in Windows 8, but the good news is that when the Windows 8 fast startup feature is disabled both WOL and the scripts are working OK with my NUC.
And the startup and shutdown times are only a few seconds more for my NUC than when the fast startup option is enabled.
So in the end it looks like it is best to disable fast startup in Windows 8 in an environment where WOL and startup/shutdown scripts are required.