What you have to worry about re. connecting/disconnecting eSATA is the drive power. Drive must be self-powered (and powered up first), or a SATA power connector (or other specially designed connector) must be used to connect to live power (called hot-plugging) as they connect the ground lines solidly before the voltage lines connect - if the power is OFF prior to connecting then the connector doesn't matter. All the SATA data connectors do the same - ground lines are always connected first. That is mainly why PATA drives aren't suited for hot-plugging. But some mobile drive racks equip them for it.
Then you have the problem of true eSATA and regular SATA connectors. True eSATA connectors have a straight tongue inside the male connection while regular SATA connector tongues have a hook on the end. True eSATA supporting controllers also support higher signal currents to allow for longer cabling. So, if your controller does not truly support eSATA, keep your total cable length (mobo to drive) within spec for standard SATA.
I don't have a lot of experience with eSATA, but I do have a notebook drive enclosure that can work with both normal SATA (internally in a drive adapter bracket) and eSATA externally (it's the Silverstone MS05) with an Hitachi 5k160 in it. But I have thought about and researched SATA and eSATA quite a bit. I finally got it partitioned as an internally connected drive using the Ranish partitioning software which has a confusing interface until you figure it out, but works better than the commercial partitioner I tried to use (Partition Commander 9) earlier. The latest version of the Ultimate Boot CD for DOS- http://www.ultimatebootcd.com/
-makes it easy to have a lot of tools handy - and should be in everyone's software tool kit. But your drive may have come pre-partitioned and formatted - its documentation should tell you. AFAIK, the other tips offered above should hold true as well.
Lots of stuff to consider, eh? Good luck.