Do you switch things off before plugging in cables? (HDMI in particular)

OK the short story is my TV died when I was plugging in an hdmi cable from my computer.
I had previous plugged it in with the TV switched on, and sometime unplugged it.

Some other info, there are 4 hdmi sockets, after a while I developed 'sparkling on the screen on the the usually socket so I switched to another and all way fine, then that to developed sparkling. I was getting worried as I only had 2 sockets which worked perfectly left.
Anyway I was trying it in one of the not so good sockets when the TV died (black screen).
I had suspected the stress of plugging had caused problems with connection (delicate tracks I would imagine, easilly damaged).
I also noticed my computer had crashed as well, reseating the graphics card cured that (its a bit lose) maybe that was part of the problem with the TV dying, I do not know.

The manual says to switch TV off and other device (sensible I suppose) but I guess you have to switch one on first.

I note the 5v power pin on the hdmi cable is made slightly short, this seems pointless if you connect first then power on. I guess it might make a difference unplugging the device with the power on though.

So do you always power off first?

Anyone one else had problems with hdmi socket?

Turning everything off and then plugging cables in or out will not hurt anything. Plugging cables in or out with the power on will sometimes damage things. I do not think the TV died from having a cable plugged in. Maybe the HDMI circuit died, but not the whole TV. There just isn't enough connectivity from the power fuse to the HDMI socket to knock out a whole TV with a HDMI cable.

Dirty connection, I had this problem on my wifes computer when we first got it, it was from an improperly seated HDMI cable, there could be other sources of noise a well. You may be having general PC issues unrelated to the connection itself, bad thermal grease, overclocking things like that can cause symptoms such as the sparkling you're referring to. I've hotswapped both HDMI and DVI cables repeatedly, never hurt anything doing it. If however you have a faulty ground or electrical system in your house all bets are off.

A graphics card should NEVER be a 'bit lose'

I must have plugged scores of time and unplugged dozens of times, I think I had my hand on the screen as I pushed in the plug.
There is a light on the TV which comes on red then turns blue, however the screen stays black (no lights visible at the back).
It won't respond to the remote but some of the buttons on the side bleep when pressed but nothing else happens.
I will take it back tomorrow, can't find the receipt but I can print out a credit card statement.