Demystifying some things...
Is perfectly normal to leave the camera ON all the time. If your shutdown timer is enabled to a specific time, the camera will shutdown itself anyway no matter the position of the ON/OFF switch.
If the timer is disabled, then the only bad thing that will happen is for your battery to drain faster... just carry some extra in this case. And it makes perfect sense to disable the shutdown timer and keep the camera on when you need to have the camera ready at any moment and you need to be fast.
Is perfectly normal to change your lenses with the camera ON as well.
In DSLR case, mirror is down and shutter is closed so dust getting on the sensor is very improbable... unless you keep the camera towards a strong wind with sand and or water particles. But then that is bad to do even when the camera is off anyway.
In mirror-less cameras is slightly a different story. The cameras with built-in shutter will have the shutter open when the camera is on, but if you pay attention is should be OK as well because.... in the case of cameras with no built-in shutter, you change the lenses with a sensor exposed anyway (no matter if the camera is on or off) and I never heard of issues, as long you pay attention at what you are doing.
And here is a shocker... is absolutely nothing wrong with changing the cards in your camera while the camera is ON.
Your camera is like a computer, you can plug and unplug a memory card into a computer without shutting it down no? Same with the camera!
The only thing you have to pay attention is
NOT to remove it while the camera is writing to card. That's it!
Any DON'Ts in these situations are nothing but scare stories...