This may be a silly question, but is it ok to leave my camera on while I remove/put in the CF card or it that a bad idea?
I think you're supposed to be able to hot-swap them, but I don't take the chance. It's easy to turn the camera off and on again.
It's fine leaving the camera on. You just need to watch you don't remove the card while the camera is writing to the card. Most newer cameras have a warning though telling you it's still writing.
I have 2 Canon cameras. Pre 40D I think the camera would lose any images in the buffer as soon as the door opened. My 40D and later cameras sound a warning and show a warning on the back. THe camera sdoes not shut down and will continue to write until the blinking light on the back goes out. Then you can remove with no loss of data.
I don't care if the camera shuts off when I open the door or anything else. My camera is off when switching lenses and cards. Think smart before getting into a bad habit and feeling you don't have to worry. That card is your film. Huh oh, when I open the door all these great pictures were erased. Not a good thing to get into. I say camera off. No matter what is a good way not to worry. Hope that helps.