As a general heads-up, I gather there are two sorts of these adapters.
"Dumb" ones are straight-through, perhaps with some power control components on board (maybe still some sort of buffering on the IDE lines?). There's a TAPR?-originated design common and cheap on eBay that's like this... in any case, they 'appear' as a generic ATA drive via the controller on the CF card itself (good), but you *don't* want to pretend you can hotplug, even if the drive is unmounted in software- bad enough to blow out the IDE controller on a generic x86 board, let alone an Amiga (bad!). Power down before swapping the card in and out!
Less common on eBay, but presumably of equal standing everywhere else, are 'smart' adapters, which include a bridging chipset to drive the CF card in what some have called a 'native mode.' As far as I can tell, this just means there's some sort of logic involved to ensure hotplug can occur safely (CF still basically == ATA, as far as I know), but as a side effect, the 'smart' chipset appears to the host as some sort of removable ATAPI(?) device, and thus this breed of adapter doesn't stand a chance of working with OSes that don't recognize and support the device class. Apparently FreeBSD didn't support these three years ago - the best reference I could find; for all I know, Linux might, but probably didn't for a long time, so if you find an adapter being marketed to Linux/*NIX users, it's probably of the simpler sort mentioned above.
[color=FF3300]Edit:[/color] Looks like I was a little wrong about the 'modes' -
this post provides a hint as to the spec... and might open the door to 'smart' bridges being of even weirder Windows-centric design, perhaps.
Over in USB land, all adapters seem like they should support hotplug as a feature of the bridging chipsets used; to be safe, you can just pull the adapter off the USB chain before changing CFs.
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In short: It's a good idea not to hotplug unless you're absolutely certain it's safe (remember, eBay claims and/or the labeling of brandless stuff from overseas doesn't count as 'absolutely certain!'), and it's probably good to be aware that there's a breed of adapters that may not work. (For all I know, there might be a third breed of bridge that manages hotplug safely but *also* presents a 'straight-through' connection to the host controller; caveat emptor.)