Exactly! The rule of thumb is: If the device doesn't appear on the list accessed via "safely remove hardware" icon, the device can be safely connected and disconnected at any time. Mice and keyboards can normally be disconnected arbitrarily. Storage devices like USB flash sticks and external hard drives ususally require proper disconnection. There is also a class of devices that don't have good enough drivers for plug-and-play. For example, certain TV tuners won't work till the PC is rebooted if they were disconnected without following "safely remove hardware" icon.