Do I need to power off the iphone 4s before remove the sim card?
No, it is perfectly fine to remove the SIM card while the phone is on, you will just get a messages that says "No SIM card is installed."
Thanks, I think so, too.
But Apple says "When changing the SIM card, power off the device prior to opening the SIM tray" in http://support.apple.com/kb/ht2309.
I have done this many times myself, all the while powered on. I am not sure for what reason they recommend this, I may look into finding that out.
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