I don't think switching lenses or memory cards with the camera on is a good practice, although I've done it by accident with no noticeable ill effects.
When the camera is on the sensor is charged and at least theoretically more susceptible to attracting dust.
Changing memory cards with the camera on is going to increase the chance that you'll pull the card out while it is being written to. So I think it's a good practice to power the camera off first.
|Umbrellas by pleytime|
from An A to Z of Subjects- Week 21, U
|Glass ball on a perforated metal plate _2 by harubux|