USB, VGA and yes, even SATA are all hot swap able. You should never hot swap a device that is internal to your PC, but if kept externally a SATA device can be hot swapped with a supported driver. A PATA device should never be hot swapped.
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What does hot swap-able mean?
Why is PATA not hot swap-able?
What are the key differences between SATA and PATA?