Turning on and off arduino and motor shield

I am using an arduino uno and several adafruit motorshields. The motorshields control some stepper motors and have their own power supply. All functions well. My question is on plugging and unplugging the power supplies: should this be done in any specific order? Like plugging in motor shields first, and plugging out the arduino first? To protect the arduinos against current peaks etc. Or is there no danger for this and can I simply plug and unplug everything at the same time?

One good rule is: never connect, or disconnect any cables if any power is present.
I would power up the controller first, then the drivers motor power.
Power down, first motor power, then controller. This way the risc for motors jumping is smaller.

Thanks a lot for your quick reply. I did exactly the opposite till now, so I will reverse the order.