Typically people will connect their setup with the power off, rather than connecting things up with live power running through the equipment. It;s good practice to set equipment up with the power off, check the connections, and only when you're ready, switch in the power supply.
Bring back the practical's! :)
Question, why connect power first; accidentally keying the mic before connecting the feed lines could kill the transceiver?
Typically people will connect their setup with the power off, rather than connecting things up with live power running through the equipment. It;s good practice to set equipment up with the power off, check the connections, and only when you're ready, switch in the power supply.