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The main concern is that if you're modifying/writing to the filesystem that there are still cached I/O operations that haven't been pushed through to the physical card yet. Most of the time on something like the iLiad, you're doing read-only anyway. Other than the first time you open a document it's basically just reading them. It'll be saving some changes to the manifest when you open/close, but the document itself isn't getting written to.
As cbell mentions, I think just making sure you've closed all of the documents and that the lights aren't flashing should be enough to keep you out of trouble. If you're really worried about it, then shutdown before you remove the card. I don't think that's necessary most of the time though.
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