Well, it's usually a good idea to set a device's state to off before plugging in or pulling out it's main power supply.
It depends on what you're unplugging or plugging in, I think. For instance, things like USB (
except storage devices) or MIDI cables are fine, while hot-plugging Firewire devices is not advised regardless of what some manufacturers say. You should be fine plugging your gear in before powering on in any case though. As for unique devices, you usually want to read what the manufacturer suggests, if applicable.
Some things you don't want to plug in while powered on are mics on external power supplies. Things you don't want to plug in nor pull out are I/O cables with a device's levels up or instrument cables that are routed directly to your monitors, while the monitors are on. I don't ever turn off anything when using patch cables or such, I just make sure I'm not routed to any of the monitors to avoid those potentially damaging (
to monitors and ears) thunk noise or feedback. As far as mics, again, it's good practice to turn off phantom power before removing the cable and on after plugging in the cable...even if most mics won't be damaged...even if it's to avoid applying said power to mics that don't require it, as an extra precaution. You can unplug mics freely while your pre, interface or mixer is powered on. Though it likely won't happen, in rare occasions some pres or mics, notably obscure or older ones can be damaged but this has a lot to do with the connectors (
for the same reasons as in the video) and other variables. In even rarer cases will a mic be damaged by phantom power due to it's kind. That's what I think anyway. Again, opinions may differ.
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It seems mp3 was slightly ahead by 2 mins or so. So, there you go.
